I'm well on my way to defeating Dagoth Ur, I just have to get everyone to agree, I'm Neverar reborn! But, what then? After Dagoth Ur is dead, what is the best natural progression? I have the two expansions, and I'd love to explore them. I hear most people talk about the northern island being the best expansion, but I've always been curious about why the Dark Brotherhood tried to kill me... So, after this, Tribunal, or Bloodmoon? Isn't Bloodmoon for higher level players? Does level matter all that much? Currently I'm level 12, just looking for some advice.

Tribunal involves - kind of - the Nerevarine Prophecies, so from a storyline perspective, Tribunal would probably be the most appropriate one to do next, I think.

I agree that Tribunal is probably the best one to focus on next if you want to continue the story, but you may want to do some leveling first.

Tribunal follows the Main storyline a bit more.
Bloodmoon is its own separate story.

Tribunal is also a bit easier than Bloodmoon.

Tribunal is aimed at lvl 20-25
Bloodmoon is more for lvl 25-30

At level 12, you'll want to do a bit more leveling before you get too far in either one. They can get very tough, very quickly.

BUT, you can go explore them both safely at level 12. If it gets too tough, just head back to Vvardenfell and level-up.

I've always preferred Tribunal, as it makes more sense in from a storyline point of view. The premise of Bloodmoon is pretty dumb. I mean, you're Nerevar Reborn, slayer of gods, maybe the head of guilds and Houses, rich and influential beyond measure, Hortator, war leader, worshiped by the common man. Then you travel to this frozen craphole and some Imperial bloke starts pushing you around. What the hell?

They're both great, but to iterate what's been said above, Tribunal is probably better for a lower-level character coming fresh off of the Morrowind MQ. The storyline is somewhat related (if you have the Tribunal gods still fresh in your mind). Bloodmoon takes a totally different path. I prefer Bloodmoon, but Tribunal is still awesome.

That's purely a matter of preference. I happen to love snowy, northern landscapes so I adored Solstheim. One of my characters spent her entire life there. Others prefer Vvardenfell.