Why Worship an Evil Deity?

I'm rolling a fighter/cleric and I would like to use that human leather armor for the extra saving throws. The problem is I can't imagine why anyone in FR would worship an evil deity.

I understand some people are mainly interested in gaining power but it seems like the after life with an evil deity is brutal.

Why would someone worship a deity like Talos or Shar when it seems like you would eventually get punished for it?

Could someone worship a deity like Talos and refrain from destruction? Maybe just out of the beauty of a storm?

Any suggestions on what deities an evil char name without being truly "EVIL?"

Thanks!