Helgen may be part of falkreath, but you could start a little rebellion in which you fight some men from falkreath. You win the battle, you proclaim Helgen independent and everyone just has to accept it. Considering the Jarl is the laziest man on earth, you also could just buy it after you've defeated the bandits. And you store your own men in Helgen you are pretty much the warlord of that area. So you aren't really a Jarl then as you said, but you can act like one. Sitting on a throne like a lazy badass, visit your armory, craft some incredible weapons, maybe even a Dwemer elevator to Blackreach can be installed? It would also be cool if you could challenge the Jarl to a duel. if you win, you're the Jarl. He's angry and will send some assassin's after you, but still, you're a badass dragonborn, you defeat them and you are Jarl of Falkreath. But warlord of Helgen seems a bit more suitable considering the adventerous ambiance of skyrim. Come to think of it, 'Warlord' sounds tougher then 'Jarl'. But still, a 'Helgen Revisited' would be awesome. Or otherwise the castle from Beauty and the Beast. That's a really good idea. Especially given the fact that Helgen was intact in the first place, so you should have all the bits and pieces to do it :-)