Alright, great posts everyone. 

I'll take it from here. 

We're going to Baalor. Once there, you may all go off your separate ways or assist the Prince in his various endeavours. Consider Mundhir the main story quest giver, and everything else the sandbox. Do as you will. 

I didn't see anyone who wanted to shrug off the assistance provided by Mundhir's men and escape, so I'm taking you all with me.