Nelacar's path is quite more practical. Also look at the story with the Black Star; Azura drove the guy insane, did he not? The Daedric princes at their best have grey morality, and Azura is borderline grey-black.
azura is borderline grey-white
her curses are like pranks (what she did to dunmer, it doesn t hurt them)
The guy speaks of daedraSSSSS driving him insane, not necessarily Azura
Remember he was trying to become a major power, a daedra hiself,
there are dozens of daedra who would be unhappy
the black star is far more evil as it create a precedent for necromancers to turn themselves into godlike being
another thing peoples are not considering here, is the impact of DESTROYING HUMAN SOULS
yes you are killing human beings permanently, much like the daedra are stealing their souls
but just far worst, because once destroyed there is no going back, no paradise ever
no fighting hircine to free their cursed brother and let them go to sovngarde
they are just gone for good
and since the plot of morrowind involve reincarnation, as does the book about the eternal champion
this might be the way it normaly go in that fictional universe
but there you go killing their souls
Azura may be evil, but she is the lesser of two evil
and if she built the star once, she can again, no big deal for her
she is a daedra after all
finally I ll invite you to read on the black star black sun prophecy ...
how do you destroy a world
what are the tools needed
what does the thalmor want
what do they seem to be in league with necromancers
who is evil now ...