that depends, theres the daedric princes that are worshipped. Azura, Peryite, Sheogorath, etc. and then theres the pesser daedra like the atronochs, dremora, daedroth, spider daedra, clannfear, and some others that escape me at the moment. the princes have no physical form but can manifest themselves as whatever they choose, its often a humanoid form or elven, but peryite is represented as dragon more often than not and mehrunes dagon has for arms. --- They named the bridge he held on Omega after Garrus once he left. They had to rename it later unfortunately, because no one crosses Garrus Vakarian and lives.
Daedra as in the Dremora...look like a dark elf with the height of a nord...and horns. In Daedric armor. Other than that, summon the Atronachs, or look at Statues of the Daedric lords for the normal ones. --- Stormcloak/Imperial doesn't matter. You will all become my thralls =D