Not sure who to join the stormcloaks or the legion,
I hate the Thalmor, but think it should be a united empire just not sure which would be the best.

The Empire is Tamriels only hope.

The Stormcloacks are Skyrim only hope.

Think I will join the Stormcloaks and kill all the arrogant Thalmor that I meet

Actually by joining the storm cloaks, you are supporting the thalmor. They want this rebellion to be successful so the empire is weakened. If you hate the thalmor then join the legion.

Depends on your playstyle, I'm currently playing as a nationalistic Nord so I joined Stormcloaks of course, I kill Imperial soldiers on sight.

Wrong, they said they won't want the Stormcloaks to win. They want the civil war to keep going at whatever cost. Therefore, to really tick them off, you just make sure the civil war ends REALLY FAST.

Join the Stormcloaks. More interesting storyline, more interesting characters. I've played through both and the Empire one left me feeling disappointed and regretting it. No regrets from the Stormcloaks.

It all depends on the character you're creating. Nord and Redguard might go Stormcloak, Imperial or Orc may go Legion, or just listen to people from both sides and make whatever decision you feel is right for your character.