As far as the game itself goes, the Empire is much more fun and satisfying to side with. The Stormcloaks are annoying and sound like idiots a lot of the time. And I love dressing up in the Empire's armor much more lol. And General Tullius is a great character imo.
However, I think when I think about the lore overall, Skyrim is screwed either way. It really comes down to if they want to go down with the ship (the Empire) or try to swim out in the ocean on their own and drown (the Stormcloaks).
I felt like it was quite clear that the Aldmeri Dominion is poised to take over as it stands. The Empire was clearly too weak to defeat them before, and outlawing the god that your entire empire was based on and founded by was something that crippled it even more. I would imagine that if we knew more of what was happening outside of Skyrim after Talos was outlawed, that Skyrim wouldn't be the only province that was upset by this. Any province run primarily by humans should be extremely concerned by this.
All that being said, I think it sounds more like the Nords to try to swim in the ocean all on their lonesome lol. I feel like the canon ending will be the Stormcloaks winning, but we'll have to wait a while to see for sure.