
Stormcloaks but not for any political-esque reasons. I'm just playing a very resentful dark elf battlemage and being arrested and almost put to death is a pretty big resent creating event.
The Stormcloaks never stood up and told the Imperials that you weren't a rebel and that you shouldn't be executed. They were perfectly happy to let you die for their cause. They are just as easy to resent as the one Imperial Captain.
Nothing a prisoner says has any bearing on their captor's intention to execute them. Hey, personal bodyguards to Ulfric, is this guy one of you? is just silly. If anything the Stormcloak prisoner actually spoke wisdom when he said die with honor to the thief.
I played as the Stormcloaks and then felt bad for the Empire. I mean, the Empire is now seriously weakened and the Aldmeri Dominion is now again able to destroy it. So now I have started a new character to side with the Imperial Legion and I am thoroughly enjoying it. Plus, I like the Imperial accents better than the Nord ones.