...or spend Eternity guarding the Twilight Sepulcher?
Not eternity, just until Nocturnal deems the contract fulfilled. After that they go to her plane of Oblivion.
But as said, Dragonborn is a special case. Akatosh may get to decide regardless of deals with the demons
My mage would propably love it in http://www.uesp.net/wiki/Lore:Planes_of_Oblivion#Hermaeus_Mora.27s_Apocrypha, an eternity of searching knowedge in an infinite library