Unless you just like spending a few hundred thou', the only reason to summon a Daedra is to get an artifact.

There are only three ways to summon a Daedra:

Each Daedra Prince has a particular day of the year when he/she/it can be summoned with a reasonable degree of certainty.  Temples and Mages Guilds will only summon on those days.  If you try to summon on any other day, you will be politely referred to the library to go do a little research.  The base cost to summon is 100,000 gold pieces, plus an additional amount up to 100,000.  This additional amount is modified by your rep with the summoner, so the higher your rep, the less it will cost you.

Witches Covens will summon every day, but the Daedra Prince is random.  The Glenmorial Witches will only summon Hircine, however.  The odds of a Prince showing up is determined by your rep with that Prince, but there is always a 5% chance that Sheogorath will show up, so save the game before attempting any summoning.  The cost to summon at a coven is a base 100,000 plus an additional 100,000 minus your rep with the coven times 1000 (for the non-math-impaired, that's (100K + (100K - (rep * 1000)))).  The higher your rep with the coven, the less it costs.

Finding a Witches Coven is the hard part.  There are a couple of noble quests you can get that will net you a map showing the location of a coven.  Covens appear as black squares on the overland map.  The second way requires having the v.212 or v.213 patch installed and using the appropriate cheat code (<ctrl>+f1 in this case) to make everything show up on the overland map.

If you don't want to mess with that, the following links will take you to maps and directions for each of the covens.  Traveling cross-country is slow going.  If you want to make it easier, install the v.212 or v.213 patch and use the super-speed cheat (the "1" key) to get there faster.  Maps and directions are courtesy of Bethesda Softworks.

Daggerfall: (Coven on The Bluff)
Ilessan Hills: (Glenmorial Coven)
Shalgora: (Daggerfall Coven)
Daenia: (Beldama Coven)
Phrygias: (Skeffington Coven)
Alcaire: (Alcaire Coven)
Wrothgarian Mts: (Wroth Coven)
Dragontail Mts: (Devilrock Coven)
Dragontail Mts: (Coven of the Peaks)
Dak'fron: (Kykos Coven)
Alik’r Desert: (Coven in the Marsh)
Antiphyllos: (Coven in the Dust)
Myrkwasa: (Coven of the Tide)
Menevia: (Tamarilyn Coven)