What are the goods and bads for each? Which is the best?

Thalmor are the best. Imperials and Stormcloaks are both scum.

There is no best. Read into the lore about both sides, and make your own mind up. This question is so common on this board, and there is no right answer.

Follow your heart, or at least your character's heart. While I feel Imperials are the most rational decision for a better future I only do such from the position of an impartial observer with an accumulated pile of data. Your character may see things very differently.

Meh, the Stormcloaks are racist nationalist nords with a self serving leader and the Empire are an oppressive regime who are cracking down on the worship of Talos. The civil war only serves the Thalmor who like to see Skyrim in a weakened state and the empire divided. So, in short. There is no best. Choose the one whose ideals are closest to yours or choose not to get involved at all.

I haven't chosen a side yet, but if the Thalmor are sided with (or controlling) the imperials, wouldn't joining the stormcloaks be going against the thalmor? They're all trying to kill me, so I would go with the Stormcloaks.

Wrong, I'm afraid. Read the http://www.uesp.net/wiki/Skyrim:Thalmor_Dossier:_Ulfric_Stormcloak, that you can get access to during the main quest.

I have sided with Stormcloaks myself. Ulfric makes such a good case for Nord independence and honor. =p

I chose Stormcloaks myself but their pretty racist.. And if everybody stood against The Thalmor Would be best, And my only problem with The Imperials was banning of Talos worship, but that's because of The Thalmor.

Don't forget the the supporters of the Imperial Legion are sometimes irresponsible and corrupt people. For example, if the Legion controls Riften, Maven Black-Briar becomes Jarl which if you are a do-gooder is bad by itself. But even if you don't help the Legion, some of their supporters are already corrupt. Take the Battle-borns who act all insultingly to the Grey-manes even though the grey-manes are one of the nicest people in Whiterun and the Battle-borns hate you if you don't support them. Not to mention they mock a grey-mane who lost her son even though they know Even then, Jarls like the one in Falkreath are Legion supporters and are terrible. While the last Jarl of Falkreath may be paranoid, he seems to care about the town and people. The Legion supporting Jarl is terrible. He doesn't do any work, asks you to do things like bring him beer just because he is spoiled, he apparently made deals with bandits, and is lazy since he lets his steward do all the work and even tells you "You should be a Jarl. It's so easy since you don't have to do anything but get so much good stuff." While the Stormcloaks have some bad apples, at least most of their Jarls try to look out for the people.