The return of the dragons was foretold in the Elder Scrolls and was ushered in by the destruction of the Staff of Chaos (Arena), the creation of the Numidium (Daggerfall), the events at Red Mountain (Morrowind), and the Oblivion Crisis (Oblivion). The last event to unfold before the dragons return was the people of Skyrim turning against each other which is happening at the beginning of the game.
The story for Skyrim begins a full 200 years after the end of Oblivion. The King of Skyrim has recently died (murdered). His death has set off a potential civil war between those who wish to secede the Empire, and those who want to remain.
Dragons start to appear in greater and greater numbers as the game goes on and will eventually culminate with Alduin possibly coming into the world possibly.
Previously a force existed to expel dragons, but only a few people had these powers. These people were the Dragonborn, a set of individuals that were the true dragon hunters.
The Septim line was a prominent Dragonborn line protected by the Dragonguards which eventually became the blades.
After the dragons were banished from the kingdom of Tamriel, the Blades guarded one of the lines of ancestry of the Dragonborn. These were the Septim Emperors, the story of whom has been told in the previous Elder Scrolls games. Now this ancestral line has died out and the Blades were hunted down and killed one by one and now are almost completely gone. Esbern is one of few surviving Blades and acts as a mentor to your hero.
Your hero, the Dovahkiin, may be the last of the Dragonborn.
These Dragonborn's of past have ran thee Empire of Cyrodiil. Alessia, Reman, and Tiber Septim. So maybe I was wrong.
Since I believe the Dovahkiin to be the one to unite the people of Skyrim much like Tiber Septim did when he was known as General Talos before he started the Septim Dynasty, the third Cyrodiil Empire. General Talos met the combined army of Skyrim and High Rock on the field of Sancre Tor. The Skyrim army joined him when they saw him use the thu'um and knew him to be the son of Skyrim and heir to the Empires of Men.
Spoiler (http://www.gamesas.com/index.php?/topic/1150358-skyrim-trailer-breakdown/page__view__findpost__p__16838257.)
The Dragonborn have the capability to learn and apply the power of dragons through the language that they speak. They can acquire abilities called dragon shouts; more shouts are acquired by absorbing the souls of slain dragons. There are over 20 unique shouts, and each one of them is formed from three words of power. (Thu'um?)
This will probably be how the player (Dovahkiin) reunites the people of Skyrim. Proving to them he's the true heir to the Empires of Men like Tiber Septim/General Talos did once before when Skyrim Empire joined the Septim Empire.
So I don't believe we'll have a choice to be with or against it. We're going to be the leader or the beginning of the new Empire. A new dynasty for the 4th Era. The Dovahkiin, maybe the last Dragonborn, will unite the people of Skyrim under a new Empire. But not the Septim Dynasty. That is gone and done with. Like Alessia's and Reman's are gone and done with. It would be the beginning of a new one under the Dovahkiin.
Perhaps I was mistaken, or flat our wrong, with my assumption the empire in question was the Skyrim Empire, the original empire of men and not Thee Empire. Alessia's, Remans, and the latest Septim's.