I highly recommend giving this a try if you staunchly resist fast travel, if you're doing the Main Quest, or want to have a blast with a steamrolling team.

Yesterday I started Season Unending for my second time. This is my favorite quest in the MQ, because I find it exciting to have all of the major characters in one place interacting with each other. I'm also trying to stave off my urge to fast travel as much as possible on this character,and so far it's been a great change.

So basically, I found that after you talk to Ulfric and Tullius, they will leave the Palace/Castle Dour with their second-hands and begin to actually start walking.

All the way to High Hrothgar.

I followed Tullius and Rikke, because I talked to them second. I found that Elenwen will eventually meet you at an intersection, and begin walking there. (These three alone make quick work of Elder Dragons!)Then, Elisif will eventually catch up (I found her walking behind us after we cleared Robber's Gorge, took about 40 seconds to kill everyone there). I walked all the way with them to Helgen (hawkward), and picked the doors open so they'd go in. I found a battleaxe and tossed it at Elisif (literally) and she actually picked it up.

So now me, Tullius, Rikke, Elenwen, Lydia, and Elisif are all fighting Bandit Plunderers, when all of a sudden, I hear the thundering sound of Unrelenting Force come from the other side, that I had picked open before the fight. There was Ulfric & Galmar, charging in and helping us! They actually came out into the open world too! Now, I have a posse that will pretty much demolish anything and everything, at least until we get to High Hrothgar. The only bad thing is that Balgruuf won't come out to join the fun (or if he does, he doesn't go the same way as everyone else) Just goes to show the wonderful things you can find when abstaining from fast travel

Here are some pictures. I am on xbox, so I don't have the console to just place people anywhere I want. So this is exciting, seeing them all out in the open world, especially together, fighting together. Sorry that some are a bit blurry, it was hard to get good pictures while they're walking and I'm walking.

http://i.imgur.com/nA3bgI1.jpg

http://i.imgur.com/avnlRlV.jpg (happy Ulfric)

http://i.imgur.com/dY1Oh3f.jpg (angry Ulfric)

http://i.imgur.com/RlmFAJc.jpg

http://i.imgur.com/UcX32oe.jpg

EDIT: Also if you do this, beware, you will pass by the Falkreath Stormcloak Camp with them. The Stormcloaks WILL come out and attack Tullius, Rikke, and Elenwen. I've tried fast traveling so they'll go by it, but that just makes them disappear. I didn't want to kill anyone since my character is a neutral Dragonborn, so after thinking about it I just let them kill the Stormcloaks, reluctantly. Unless you have a Calm spell/scroll like Harmony or Pacify, you can't avoid the fight, unfortunately.

That was amazing! I'll have to do that when I do Season Unending.

The happy/angry pic of Ulfric was hilarious. The happy one reminds me during the movie Thor when he smiles while eating pancakes.

Nice work. I'll remember this.

OH MY GRACIOUS ALDUIN.

::Evil smirk::

I'm going to do this! Except... I'm going to have a Draugr war party waiting at Helgen for an ambush. I'm also going to have all their essential tags disabled... I can kill all these ****ers in one location. Soon, I shall take my rightful place on the Snow Throne.

Thanks for yet another role-playing idea!

Thank you If you do try it, make sure you keep them all together! A lot of the time some of them wander, or walk to far ahead (Elenwen walks a little faster than everyone else), so make sure you herd them together. I'll just talk to them so they'll stop walking for a few seconds, or run into them so they take a few steps back. The talking thing doesn't work very often on Ulfric & Galmar, though; they'll usually walk and talk at the same time. It's almost like herding cattle, lol. But worth it, because it's horribly fun having them around.

Also, another edit:

I just got into Ivarstead with them, and now Tullius/Rikke/Elenwen are attacking the town guard >.> They don't seem to be attacking the townspeople though, so you'll have to let them clear the guards if you want to make it all the way there.

*jaw drops* I must try this... IN THE LAND OF SKYRIM!!!

(Sorry I've been watching too much partridge)

Woah. I must try this with my next Dragonborn. Never knew that they'd walk all the way from their respective cities to High Hrothgar.