User blog comment:DarkSaiyanMitsubi/Empire or Stormcloaks?/@comment-3492791-20121009005558

The Thalmor support the war, the the people fighting it. Civil war means that Skyrim's army is weakened, the Empire army is weakened, and the Dominion's army is not touched. As long as the war continues the Human's military position will continue to weaken. In the inevitable "Second war with the Empire", the Dominion will be left with the strongest army. The Thalmor want the war to drag out as long as possible.

If you were really role-playing, you shouldn't participate in the war at all.

If you are really intent on doing the questline, I would say join the Empire. One of the main reasons the Empire is fighting the war is to enforce the white-gold condordit. A set of rules made by the Dominon.

On a personal note, no one joins the Thalmor. The Thalmor hate everybody, even other elves. If you go to that Thalmor in Markarth as an Altmer he'll tell you that you aren't even high enough of a high elf.