Quick summary of my view on the available options:
Scamp: Tiny annoying creatures. Their claws are best used for cleaning your toe nails.
Winged Twilight: A scary sight for low levels. But that's about it, she just looks like that some God descided to play with the colors (or then it's just my PC that makes her skin shine bright blue). Her voice sounds a bit metallic too.
Storm Atronach: My favorite atronach. Those sparks look really cool.
Frost Atronach: Two words: blue teddybear!
Fire Atronach: Looks kinda slim compared to the other two... So in other words, looks weak.
Daedroth: Overgrown lizard with a bad breath, or gas if you prefer that (which I highly doubt...)
Bonelord: Probably one of the few non-daedra that has actually caused some stress for me. Can't forget the moment when my lvl 1 mage entered the first tomb just to find a bonelord waiting right behind the door. Simply said: short-lived visit...
Golden Saint: The true hotties of the Daedra
What can I say, I have a weakness for well-built women with golden skin... The definite choice # 2 for me.
So who can guess what my favorite daedra is? *ding ding ding* Correct! The answer is the Dremora. Wearing a full set of daedric armor, weilding the most powerful non-unique weapons, their nasty reflect and the ability to cast some serious spells.
Still this is my opinion now, after playing the game through only twice and not really from a RP perspective. So I have the tendency to hit first and
maybe give the opponent a chance to react. This way my judgement has ended up depending a lot on appearance only.