I'm currently on Alduin Wall on Act 2 and i wonder whats the best time to choose sides? Should i do it in act 3 - after Season Unending?

Also, should i do Dragonborn dlc after i finish main quest line? Whats the better option?

I would recommend not doing the DB dlc until you are at least level 20. If you are under that level and you wish to choose a side, do it now.

Most people recommend doing the Dragonborn DLC after you beat the MQ.

As for the which side you should choose, its not necessary at all. You could do it, but it's personal preference.

I would definitely do and complete the Civil War questline after 'Season Unending'. That quest is one of the very best bits of the game and if you complete the Civil War questline before it then you will miss it.

The first time I did that quest I was completely unbaised as I had not done anything with the Civil War questline. It was eye opening when done from that perspective, I had no idea who the people involved were. After I had chosen sides in different playthroughs it was....different.

Eh, you should probably do it after the Dragons are dealt with.