On my first few play throughs I chose Harrowmont, but I was not satisfied with the Epilogue blurbs about Orzammar. I thought Bhelen would be worse, but turns out he is a visionary and the only one willing to take a stand against everything that is wrong and backward with the drawves.
From a purely gameplay perspective, there are several advantages to picking Bhelen:
1. With Bhelen you can unlock the royal estate a lot quicker than you can with Harrowmont (which will have to wait until you put him on the throne). This is critical if you are doing the "Trial of the Crows" sidequest. Completing this sidequest unlocks Cesar's "special stock" and allows you to buy items like the Quiet Death recipe (a must have if you like using poisons), a Grandmaster Dwemenor rune (sorry can never spell that right, its the 10% spell resist rune), first enchanter robes and Knight commander helm. I usually do it for the poison and the rune, but I guess you can say his stock has something there for everyone.
2. You can support Bhelen and still do the provings, win it, and dedicate it to him. So more xp.
3. It provides Deep Roads access earlier, so you can take your Dog with you and have him fetch the "Duty" helment (part of the Effort Armor set) eariler in the game. And again, more opportunities for XP earlier in the game.
Keep in mind that if you choose the drawven origins there are going to be some compeling roleplay reasons to pick sides. As a commoner you will likely favor Bhelen, as a noble you will likely favor Harrowmont.