I would die before I would even pick but... I doubt worshipping the Daedra would be very healthy: having 0.111111111% chance of not being sacrificed by their bulky, giant, not-very-intelligent, champion. If I had to blend in I would go for the Divines for sure, but if somehow I didn't need to be safe between the city's walls forever (which I would probably do) and could roam the province freely, I would just worship the elements in their rawest nature, maybe similarly to the Skaal, but with less sitting on the snow.
But with the civil war, not always are you free to choose who you worship, you know? Religious views are more of a disguise than an identity, because it is impossible that two people ever think completely the same way about something so complex, but the one that portraits their views better, suits them. Dang, I am getting too much into real life... Never mind this last part.