Really, the only quest that makes much sense is Ondolemar's fetch quest. Any other guild just feels out of character. The Mage College could work, if it wasn't for the fact you're pitted against a Thalmor agent for most of it. Everyone clearly hates them, but most NPC's will talk in a friendly tone to you which makes little sense. You can easily ignore the main quest and Civil War (maybe just do a little sabotage here and there), but what other quests could a Thalmor do? It's not very immersive for Joe Nord to ask favours of an Altmer in full uniform, nor would said Altmer do favours for heretics. Alternate Start has a Thalmor scenario, which is a good start, but what next? Obviously the game doesn't expect you to do this, so you kind of have to shoehorn it in. The only problem is that I can't figure out how to make that work in a truly immersive way.
Right, so I'm really into doing interesting and different roleplays in this Skyrim, and one thing I've always wanted to do was RP a Thalmor Justiciar.