Killing Thonar and Madinach is satisfying, but... not satisfying enough.
And though I know it's futile, I always end up putting up a fight. The guards are no threat to my character, she just incinerates all of them with ease, and ends up in a massive battle against the entire city. XD
Incidentally... What happens if the Legate is set as non essential and killed? I hate ending up in battles with immortal opponents... I've no intention of persuing the civil war questline, or even the main quest. My character is level 29 and has not step foot in Dragonsreach or even once approached a word wall. Thanks to Live another life, she's never even stepped foot in Helgen or seen a dragon- she started out as a warlock's thrall.