Following Hadvar wouldn't be retarded if you notice him saying "If you want to stay alive", specially when it's the first time you're playing the game and have no idea what's going on. I personally like Stormcloaks more than the Empire. Though, in the game, even if you help Ulfric win the war, nothing really happens, all what makes me dislike the Empire is that they're allied with the Thalmor and they've banned Talos'. To do so, they actually prison every Talos worshippers, but after completing the war with the Empire, G. Tullius says that he's not sure about the Thalmor, which means he's probably going to do something about them, anyway, Thalmors hold themselves into the Northwatch Keep and in the Thalmor Embassy, you can pretty much make them hate you and destroy them. So to speak, even if you help Ulfric, Thalmors don't disappear and they just keep talking about building a temple to that crazy priest that keeps speaking, in Whiterun, but it never happens of course, I sided with the Empire in my last account to be honest, at least G. Tullius wants peace not to claim a throne for himself.