Or being thane for that matter

Just curious

Doesn't matter and I think that's a shame.

Like just about everything you do in the game, it makes no difference at all.

NPC's don't even comment about it?

Nope....like most modern games, choices have no real consequences.

Not really, You can even befriend most of the town including the jarl, even after you besiege Solitude.

Did you finished the tutorial, or even PLAYED the game after all?
Right in the tutorial, at Helgen, depending of who you follow into the keep, some dialogues and actions change. Detail: This is only the first 30m of gameplay.

Nothing really changes apart from the banners around the castle and some damn roof of a well stays collapsed in the market area (which personally ruins the scenary for me)

But as soon as you get past Riverwood, the choices you made count for nothing. And even then, all that changes is who you kill. You still fight 2 people in the first part of the keep, 2 in the potion room, 2 in the torture chamber, and 4 in the room after the torture chamber.

We're talking about LASTING consequences, not having a different response or enemy (that is more or less equal to the alternative) and then continuing along the same path afterward.

I dunno, being stormcloak feels different to being Imperial for me.

When I played the Imperial side, i kinda liked it. I felt that it was not an evil system, but just a system that wanted to make things good allround `bring order to chaos`.

When in my new game I joined the Stormcloaks I just keep getting a creepy feeling about Ulfric. He just seems dodgy, like he`s holding a giant bad secret and every time I bump into someone from the Empire side I find myself sympathising with them when they say things like "The Empire was good for everyone, but now you`re screwing it up!"

I came across 3 Imperial soldiers escourting a Stormcloak prisoner and attacked and killed them. But I felt bad even doing that as I looked at the dead soldiers... They just seemed like men doing their duty far from home and I screwed them up. The stormcloak prisoner didn`t even say thankyou and just ran off.

I suppose I`m just an Imperial type deep down.

Anyway, once I join a side I stick with it, no matter what, but I just don`t feel as content fighting for the Stormcloaks as I did for the Empire.