The Dorian/Cole dynamic is better on the templar path because you actually still have a chance to meet Dorian and talk to him in the Redcliffe chantry, giving you a chance to know and therefor trust him before he shows up outside the gates of Haven, meanwhile Cole have a wonderful introduction where he helps you overcome Envy in the nightmare, thereby giving you a huge reason to trust him. Contrast this with the mage path where Cole is just this weirdo showing up in front of your gates.
This, like the rest of your post, sums up my opinion perfectly. As I said in Cole's thread, I think he's doing his best to appear human so as to not make everyone freak out more than they already do, it being the middle of a siege and all, but there's still something noticably "off" about him.
I also prefer Dorian's dialog compared to Cole's at Haven, his snark with Cullen is quite fun.
I laughed out loud at, "For a templar, you think like a blood mage!"
Too bad Roderick interrupts right afterwards -- actually, good for everyone since it saves their hides, but I'd have loved to hear Cullen's reaction to that.
Plus, Dorian helping Roderick and being with him until he dies, then later telling you of Roderick's regret and apology, shows a side of him that you might not expect from his more customary flamboyant posturing and irreverence. It was a big part of what made him all right in my book. This fancy Tevinter scion with the unquestionably pronounced ego will get his hands dirty without hesitation, even for a stranger who'd have torn into him in other circumstances.
And also because beyond the "This is what happens if you fail" warning, the nightmare sequence also serves as a warning of what you and the inquisition could become if you abuse your power.
Exactly. It's a strong recurring theme throughout the game, and a very important one at that. If anything, it's a shame that it's not an even stronger factor, a greater pressure on the Inquisitor as her power grows.