finish the civil war and speak to the new jarl, he will make you thane again

Ooops I have miss placed my armor ? And my key were in the front pocket of my chest plate ! Is there such a thing as the "Naked Dark Elf Challenge ?" I mean since I am locked out naked and un-armed.

What happens to all your stored goods, do they get deleted? I use breezehome to store everything i own and joined stormcloaks....should i move my stuff elsewhere before the war?

I dont see that making sense since it was your actions that put him in power. That said, it never happened to me.

Your stuff is safe, all that happens is they change the lock on the front door.

There are two possibilities regarding what happens with Breezehome if you side with the Stormcloaks during the CW:

1) You lose ownership and have to get it back from the new Jarl
2) The door seals during the battle, but re-opens when the cell resets a couple of days later

The former is fairly rare, and I'm not sure what triggers it, but apparently the script sometimes strips ownership as well as locks the door. As best as I can tell, this is what is happening: since you can get the house without having helped anyone in the Hold, if you do the CW before helping the locals then as far as the game is concerned you haven't actually earned it yet, so have to get it back from the new Jarl.

As I tend to help them out anyway I've never lost the house myself, however that's not proof that it actually works that way since there's no real way to test the conditions under which ownership of the house gets stripped.