The Dawnguard side is basically only there so they could hand out super powerful crossbows at a low level and so the story would have a good and evil side.
Though neither are good and evil, not all the Vampires are evil and some/most of the Dawnguard are willing to kill anyone who gets in their way of wiping out every last Vampire in Tamriel.
You get more story in my opinion and trinkets if you side with the Volkihar in my opinion.
Better weapons if you side with the Dawnguard.
I mean even the radiant quests add a bit of story to the Volkihar side.
Gotta kill those Dawnguard leaders.