I'm a werewolf, a nightingale, and Listener of the Dark Brotherhood.

Obviously, I won't go to SOVNGARDE, but where, exactly, DO I go? Hircine's hunting grounds, the Void (like Lucien Lachance), or am I damned to spend an eternity guarding the Twilight Sepulcher?

The whole Sithis thing is a lie, and a giant fabrication of Mephala, the prince of trolling, secret murder, and all that jazz. Sithis isn't exactly what we'd call sentient, and there is no realm of Sithis, as Sithis is one half of the entire universe.

Most likely, you'll be sent straight to Hircine's hunting grounds, as werebeasts are his and his alone. Unless you want to compromise with each of the princes and give them a dragon soul.

I'll stay in Skyrim...where I make other people think it's hell.