When doing the Daedric quests, one should already know that the Daedra are not for good upstanding citizens that regularly worship the 8 divines. Nobody but yourself to blame for the loss of your follower for that. You could RP someone who realizes they made an error in judgement, then go to the temple and pray for forgiveness...but you've got to get rid of the gift that was given to you for your misdeeds to your fellow man.

My character is already a thief and a murderer and had no qualms with sacrificing Lydia at Boethia's shrine. He will not however, bow down to Mehrunes Dagon or Namira. Aside from those two, all Daedra are fair game. My issue with Mehrunes ought to be obvious with anyone whos familiar with the Oblivion crisis, and as for Namira, well lets just say that there are some things even he won't eat.

By that point, I'd pretty much given up on playing a "good" character.

at the very least it makes for some real good role playing.

But not all daedra are evil. Azura and Meridia for example. The way I role play, my character does not worship all of the gods. She does not know all of the gods but she does fear them all. If she cannot get them to fight her in Tamriel as a physical being then she will obey them if they ask her to do anything, more out of fear of their power than anything else.
I had no use for the ebony armour. Gave it to Lydia. It will always remind my character of her human sacrifice to Boethiah and she will always try to keep Lydia alive at least.
Is it possible to get some mourning type clothes in this game? Is there anything that can show my characters sadness and regret?

I remember reading this book in the game. Good stuff!