So on this save I plan on playing as a Dunmer (Dark Elf) who is fully a mage. I really want to join the Dark Brotherhood as a mage as well but how necessary is it that I join the College of Winterhold to develop my magic skills first? Or can I just level things up as I go in the DB questline?
Joining the mage college is not necessary until you need expert/master spells, you could easily do all the DB quests (which are not difficult insomuch as level reqs) before that time.
there is also some mage friendly DB gear, robes, shoes, gloves etc. that buff sneak and magic though never having played a mage i don't know how much better they are than stuff found in the wild.
The college is nice to buy spells but you really shouldn't need to join it. Just buy from the court wizard in Whiterun. As for the DB mage gear, it really isn't that good. I'd go with other things until you can enchant your own stuff.