i've done the dark brotherhood quest twice so far, each time i've kill cicero. first time was obvious, i didn't know you were betrayed by astrid.
second time i debated saving cicero but didn't because i only did quest for the blade of woe (i know you can pickpocket the dagger but i didn't think my skill was high enough to do so).

i'm just curious as to what happens if you don't kill cicero and go lie to astrid.
does the quest chain end the same? or is there a different outcome?

has anyone done both?

The only difference is that Cicero comes back and hangs around the Dawnstar Sanctuary. He still keeps his role as Keeper, and adds a little personality color to the Sanctuary. I think he's pretty cool, so I let him live.

he makes a pretty entertaining companion/follower if you spare him.

that is until he becomes more annoying that the adoring fan. LOL

ditto this x 100. After he got on my last nerve, I decided to have him accompany my Nord Battlemage on a certain Daedric Prince mission.... There. Problem resolved.

edit: Astrid got what she deserved for her Machiavellian politics, Judas betrayal and blasphemous disrespect of the Nightmother's wishes btw. So I've got no regrets for her sticky end. But I have to repsect her for admitting her mistake and chosing to go out hard core. Every DB assassin should embrace the Nightmother this way IMO.

Hail Sithis!

He's probably one of the most unique and well developed NPCs in Skyrim, so what if he's a little annoying.

After reading the man's diary I let him live. Mostly because reading it reminded me that at one point this man was actually sane.

He reminds me of Benge from Vampire Hunter D: Bloodlust, just not quite as bad-ass.