I wish they were aedra quests in the game similar to the deadra ones that would be cool
There are some, but they weren't really expanded upon. The most the Nine Divines had was the Knights of the Nine. Anyway, I'd have to say Julianos or Mara because when first starting TES I thought Julianos was the chief of the Pantheon, but now that I know better, I still like to think of him as a badass steward to Akatosh.