The Stormcloaks and the Imperials are at war from the start. Seeing as the Imperials obviously executes anyone opposed to them.

However, not being an expert or anything, doesn't war involve...you know, fighting?

Never seen a Stormcloak unit attacking and Imperial or vice versa. In fallout you encountered NCR and Legion units fighting now and then and it made the world feel alive and added urgency to everything. Does this happen much later in the game perhaps? Or is it only scripted/quests?

Right now there seems to be more bandits than soldiers around. No wonder no one travels the roads

Well, i have seen thalmor slaughtering a group of stormcloaks. I suppose that would be "war". I think you havent met them yet But of course dont expect those kind of large scale epic wars. The story's more about the war with dragons than the petty squabbles of mortals

Yeah I was sure I was going to sign up with the Empire, but so Far I haven't sided with either of them.

I Really don't like the Thalmor though, them an their White-Gold Concordat have given me a lot of respect for the Stormcloaks.

Though I'm still planning on joining up with the Legion.

I have to chuckle thinking what hilarity would ensue if Bethesda had actually tried to have NPC's in a full scale war with the crappy AI they have in this game.