Most of my characters are in the Legion, for various reasons.
One (a Bosmer) is a devout worshipper of Talos, and I RP him to be the same character I had in Morrowind and Oblivion. He's been a member of the Legion before, and was once personal friends with Martin Septim, so he of course joins the Legion. He also believes that the Empire will one day be able to restore Talos worship, while the Stormcloaks would only be conquered by the Thalmor.
One is an Argonian. That's pretty much enough said.
One is a Breton. High Rock is still in the Empire, so of course he chooses to defend it.
The only one that didn't join the Empire was a stereotypical Nord Warrior.