Let's go a little more in depth.
We don't know if Azura worshipers go to Moonshadow. Generally, we don't see a lot of specifically-Azura worship. Just one of the three out of the tribunal. Other than being nearly blind, seems Moonshadow would be an alright place to afterlive.
Boethiah worshipers get to betray eachother and politic forever and ever in the afterlife. Assumingly.
People don't really worship Clavicus more than use him. Probably doesn't even have much of a realm left after Umbriel was made.
Worshiping Mora usually means you'll go to Apocrypha while you're alive, if you can, and then you stay there forever. Or you get used up by him. Maybe he'd reward you with knowledge everlasting but honestly who knows?
Hircine worshipers get to hunt or be hunted. Forever.
I wonder if Jygg worshipers do it willingly, or they just had order hearts shoved into them. Who knows.
Malacath worshipers probably don't go to the Ashpit when they die. Or maybe they do. That'd suck.
Worship Dagon and you get to be tormented by his Dremora clans forever and ever and ever.
Mephala probably has a place for worshipers. Somewhere.
Meridia definitely lets mortals stay in her plane. Living or dead.
Molag Bol will probably treat you worse than Dagon. What are even the benefits of worshiping Molag Bol anyways? Seems like a raw deal.
We don't know about Namira as far as I'm aware.
Nocturnal makes Nightingales into shadows. What else she does, we don't know.
Peryite might or might not let mortals into his realm when they die. We don't know. There was that time that some of his followers got stuck in there.
Sanguine ensures all followers get to party hard. Forever.
We know Sheo's got an entire realm populated with his followers. Many of them probably having died to get there.
Vaermina, like Molag Bol, seems to be a raw deal. But she probably subjects her followers to nightmares for eternity.