I started the Dark Brotherhood storyline this weekend because I wanted Shadowmere, my trusty horse from Oblivion. However, it had so many disturbing moments that I went back to a reload before I joined them.
The part that moved me to the edge was the first Night Mother embrace, but what put me over the edge was having to kill Astrid. #&*$, the game has an option to save Cicero, but Astird had to die???
I really wish that they had created a storyline where you could save Astrid, change the Dark Brotherhood into the Assassins Guild (i.e. move away from the cult status), inter the Night Mother in the remains of the forest Sanctuary, move to the DawnStar Sanctuary, interrogate the Imperial who ordered the contact, find out that the Thalmor were behind the whole thing, and assassinate a high ranking Thalmor. In my opinion, assassinating a high ranking Thalmor would have more political repercussions than the Emperor.