The only plus side i found from doing the dawnguard quests so far is the odd occasion your sent to find a rune artifact. Rune shield is awesome
There's only three pieces of Rune gear anyways. After getting them all, he just sends you to save friends you've gained. Then you get enchanted rings, necklaces and basic crap.
Funny: I get the Radiant rescue quests in the order I've befriended people. Started with the people in Riverwood and moved it's way to Whiterun.