Talos worship is only outlawed because of the Thalmor, not so much the Imperials, the way I see it the world is falling apart and we need a new "Talos" To Conquer everything and restore order to Tamriel, so to me canon is joining the Imperials, stomping out Ulfric and calming down the Rebellion before organizing against the Thalmor with Skyrim at your side and using your power to crush the arrogant elves once and for all.
Besides, siding with the Stormcloaks essentially dooms Skyrim by killing off their only safety net against the very same Thalmor that the entire Empire couldn't even overpower.
I thought it was Common Knowledge that the Imperials are the ones keeping Skyrim Alive while holding off the Thalmor? I mean most locals don't even like the Stormcloaks or even Ulfric.
Actually, the Dragonborn himself completely screws over any plans the Thalmor may have had to conquer the world:
If the Dhovakiin sides with the Empire, the dominion finds itself against the full might of the Empire, fully backed by Talos-made-mainifest.
If the Dhovakiin sides with the Stormcloaks, then the Dominion has to fight against a united Skyrim on the victory rush of defeating the Empire (Giving them something similar to what Tiber Septim's Empire experienced in it's quest to conquer Hammerfell once Cyrus kicked the Empire's ass at the Second Battle of Stros M'Kai), led by Ulfric Stormcloak and the incarnation of Talos - who may go on and conquer all of Tamriel again.
Either way, the elves are
[censored] badly.
In fact, I say Skyrim's canon will be: It doesn't matter
which faction the Dhovakiin sided with: He ends up re-uniting ALL the provinces again in forming a
new empire - either by reviving the old one, or forging a new one from its grave in Skyrim: While Cyrodiil may be the "Heart" of the Empire, Skyrim's its spine.