I modelled this build off my own personal values. You are an honourable man, a bear fighting in a war of wolves and lions. You are a true warrior and would never harm an innocent. You have plenty of experience and skill from fighting as an honourable sellsword. You came to Skyrim seeking to know the glory of the companions and to make a new life for yourself here.
Start out by focusing on one handed, block, heavy armor and investing any spare points into smithing. The race of choice for this is either Redguard or Imperial. I do like the bonus Redguard's get to one handed and it would fit the story of an outcast sellsword well in addition to having "Adrenaline Rush
". However, Imperials make more coin and they have the ability to calm their enemies. One is better for the early game, and another for the late game
Focus on enchanting in the lategame as a fun reward for your hard work and perseverance. Magic Resistance enchantments help. Fire, Frost and Lightning enchantments work better, especially if you can put two enchantments on the one item.
Final gear: Probably blades armor with the legendary enchanted dragon killing blade that you find in the main storyline.
Needless to say, complete the main questline as late as possible, but enough so that you can start collecting dragon souls.
Become a companion, and if you think you are strong enough explore the mages questline.
DO NOT become a thief. You must also destroy the dark brotherhood when you meet them.
Nickeo The Bear knows that the Imperials will pay better coin and he feels that the Stormcloaks are responsible for causing the war in Skyrim. He also feels that Ulfric Stormcloak is corrupt and debased and that killing his King was an extremely dishonourable act of cowardice. No faithful servant or soldier should turn on his Lord over a religious dispute.
Nickeo The Bear is also a man of vision; he can see that the Imperials will be good for Skyrim and that Tullius is the man for the job...Ulfric on the other hand is a boy, a milk drinker who thinks he is entitled to claim the title of High King.
Needless to say, Nickeo The Bear will help the Imperials triumph over the Stormcloaks.
As for the Blades, Nickeo The Bear knows that justice must be served. Once he has learned all he can from Paarthurnax he will slay the beast. This way he can properly rebuild the Blades and settle a past debt long forgotten.
As for housing, the house in Solitude is good for the late game. The house in Whiterun (with children's beds) is good for the early game. Adopt as many children off the street as you can.
In Dawnguard, Nickeo The Bear sides with the Dawnguard (big surprise) and destroys the last of the great vampire Lord's, He is a man of reason however, so he can see that Serana isn't so bad. Her life may be spared.
If you want to make it a female character just change the name to Nikkette The Bear instead. I don't want to overcomplicate things, so I'll leave it at that.
NO MODS REQUIRED, but, I happen to play with these mods together:
(VioLens got me addicted to the game again)
Note that you should only use Solitude, Windhelm, Markarth, Winterhold and Whiterun guard armors from the guards overhaul mod and use the guards armor replacement for the rest. This is for immersion while the war is going on. The idea being that some holds in Skyrim don't have the resources to appropriately defend themselves AND equip their guards with proper armor and weapons. Of course it's up to you as to which holds are properly equipped with real armor and weapons both before and after the war.