I like the multicultural and organised ranks of the Empire. Ulfric cared more about his own fame and power than he did about Skyrim. His rebellion only weakened Skyrim. The Stormcloaks are also mainly made up of racists who penalize innocent outsiders because of their race. 

Although I agree the Empire has done some less than savoury things, allowing the Argonians to invade the Dark Elves and taking away the Nords right to freely worship to name a few. I also didn't appreciate almost having my head cut off either, but taking all these things in to account I'd still rather be part of the Empire.