Myster Anur is tolerable if you either prep the piercing ward or use a pure spellcaster; you can reduce the additional magic resistance pretty fast with her when you're going to fireball your way through the game anyway. At least for single-layer dungeons, as the boon doesn't work on other layers.
Also, your view on penalties from the various gods will change greatly over time and as you find prefered strategies.
As you can see, Darvin as a respectable vet for expample is pretty stingy with his inventory space and has JJ as favourite diety; I on the other hand more often play not as serious as I propably should and therefore don't mind giving up that slot for a quick casual run as I propably wouldn't use it anyway and don't use JJ effectively, although I know how strong she is.
It also makes a difference whether you can remedy the effect or if it stays for the entire game; the former feels much less punishing.
But most often, given the necessary gold, the consesus is that you simply get the extra altar and gamble that you get what you want without taking any penalties, restarting when not.