Is it bad that I want to join the Thalamar?

@HumanNoMore:

Definitely. Paarthurnax teaches you more about the language of the Dovah and increases the power of certain shouts.
Esbern provided some dragon lore but the glitches concerning him almost brought the main quest of Skyrim to a standstill.
http://elderscrolls.wikia.com/wiki/Esbern_%28Skyrim%29

@Cyvaris: It all depends on you and how you feel about the Thalmor.