I find it somewhat funny that people get so hung up on the flaws of the Tribunal, and then proclaim frelling DAEDRA as an alternative.
Azura is not "good". It does not "love". Daedra are beings who are completely not of Nirn, and are utterly alien to men and mer's feelings, intellect, and motivations. Azura felt the Dunmer fade from its grip and schemed for centuries to get them back under its spell. While Vivec holding the moon in place may not be the most intelligent and kind-hearted move ever, we shouldn't forget that Azura was totally fine with Baar Dau crashing into the city as a consequence of its plot to shanghai some stranger into playing the Nerevarine, wiping most of its "beloved" Dunmer society in the process.
And that's the "nice" one; it's worse with almost every other Daedric Prince (Meridia may come across as somewhat benevolent as well - if it suits her, sometimes - but doesn't play a role in Dunmer culture). With the House of Troubles comes not only alienness, lust for domination, and casual crudelity (as with Azura) but they also actively seek destruction and the fall of Nirn.
There are no "good" gods on Nirn. The Tribunal at least have the advantage of being bound to it, and of having been mer once, so they have a vested interest in keeping the world somewhat functional, and - for all their faults - remember what it means to be mortal, however dimly. That's the best you can hope for.
The question was not who is morally best, but who is "most beneficial" for the Dunmeri nation as a whole.
That's a thing that naturally changes over time, with circumstances and the state of society changing. Put short: Everything has its time and its purpose.
So, if we consider the current state in ESO (and limit it on the House Dunmer and their way of living) - in my opinion the answer is quite clear: It's the Tribunal. Under them, society prospers.
If we look at the other given choices:
The "Good Daedra"? Do they really help the Dunmer? Not really.
Aedra? Nah. Also, how could the Dunmer suddenly return to that belief if you consider their way of living since Velothi times? Aedra worship does not fit their tradition and mindset anymore, not at all, so how would they suddenly choose that again?
No worship at all? I don't think society is ripe for that yet. They need some "higher figure(s)" for their society to function, especially for their morale. We're not talking about a rational scientific society like the real one of the 21th century here (and even in this one, there are still many religious people).