If we look in every TES game, the only one that tries to makes you love the Empire is Oblivion. Every other game makes you question the very essence of the Empire and even makes you fight against it (Redguard).
Hammerfell has never been truly happy with those white guys rulling them. High rock was a mess until Uriel Septim VII, Skyrim always proud but peaceful until the White-Gold Concordat, Morrowind has an independent spirit, Black Marsh... well we don't know a lot about them, Elsweyr supports the best of their time, and nothing to say about the Elven races.
Maybe Oblivion made us think so good about the Empire because we played in their homeland.
I believe in the independence of every province (but i would hate to see Skyrim under Ulfric's rule).
What about you? What is the best for our continent?