Actually, supporting the Stormcloaks is treason. At least against the Empire.
As for your reasons to join the Stormcloaks:
Honor and integrity: Honestly I don't see any of them having much of that in this war, bacause it is a war. And in war you do whatever is needed to win, like blackmailing, bribery and espionage. Neither of these are very honorable, but they happen anyway.
The Empire is a puppet: As mentioned earlier in the thread the Thalmor fear an Imperial victory and it would weaken their presence there. Doesn't sound like a puppet to me.
Roggvir: I agree that he should not have been executed, but once again this is not an Imperial thing. Jarl Skald is a Stormcloak supporter and threaten two of his own citizen with execution if they try to ask for help from the Legion.
My reasons to join the Stormcloaks:
Even if the Empire is not a puppet of the Thalmor it have proved to be unable to rule and keep the peace. Titus Mede II may be a military genius, but he is not skilled enough politically and he is too weary of war(hence the large disadvantages the Empire got in the WGC). The Mede Empire have been in decline since it was founded.
The Dominion are long term strategists. Adding another openly hostile nation to the world who is more than willing to attack them will force them to think short term, somethign they don't seem to be very skilled at considering the full invasion of Cyrodiil was not a planed event and it ended with the decimation of the Aldmeri forces.
Skyrim is in a strategicly good position to avoid an invasion from the Dominion. For the Dominion to invade Skyrim they will either have to move on land through Cyrodiil or Hammerfell, which both would start a war, or they have to take the sea route. If they are going to take the sea route they will either have their fleet pass by Hammerfell or they will have to sail around the entire continent. Three of the four options put them in danger of starting a new war and the last one will likely destroy their soldiers morale, not to mention that Skyrim would have heard about it by then and began preparing for an invasion.
The other thing about Skyrim is that should the Dominion manage to place an army in Skyrim the land itself would be an obstacle, with its cold weather, mountains and now dragons. The Stormcloaks have fever resources than the Empire, but by using guerille warfare they have been able to keep the Civil War in a stalemate against perhaps the most skilled general in the Imperial Army(judging by the fact that the Emperor send him to solve problems). That they could contain an Aldmeri invasion seems likely.
Spoiler The Emperor is killed at the end of the Dark Brotherhood questline making the possibility that Cyrodiil will become the place of a war of succession very likely.