Don't know about what would happen if you completed the Stormcloak side since I haven't done it yet.
However, if you complete the Imperial side, the new Jarl of Dawnstar
will not have a Stewart once they take the thone. So any quest that you do for the court in the Pale will not clear out of your journal... and clogged up journals annoy the ever living (expletive) out of me.
Other than that, I haven't ran into any quests that have their progression blocked after completing the Civil War storyline... yet.