The thing is you are not necessarily siding with anyone. It can be purely a practical step. Now my Dalish mages tend to go with the mages because they are less fazed by Dorian's exposition of time magic and at least one of them is arrogant enough to think he can deal with anything Alexius can throw at him.
However, my initial response as Dalish was to approach the mages and then having discovered they had sold out to Tevinter, to opt for approaching the Templars instead. It was sort of the lesser of two evils. The reasoning went something like this. Dorian tells me that it is all down to time magic but I really don't know whether I can trust him. As a Dalish I know that we would rather die than submit to Tevinter, so I have utter contempt for the mage rebellion after this because they seem to have done exactly what people feared mages would do if they had their freedom. It also seemed suicidal to walk into Redcliffe Castle which is chock full of hostile mages, when he wasn't a mage, and hope that Dorian succeeds in getting Leliana's agents in. (How was I to know it would be ridiculously easy for them to do this?) It seemed a far better idea to head off to Therinfall, get the Templars to help close the Breach and then go back and deal with the Magister with some magic negating back up. As it turned out, we weren't given the chance, the Magister was killed by Corypheus for his failure to capture me and then the whole mage army attacked Haven. When given the choice whether or not to disband the Templars, naturally my Dalish disbanded them and placed them under his control, because they clearly had no credible leadership left alive and anyway he didn't want to leave the order around to cause trouble to Dalish in the future.
On a personal level I prefer the Templar path because it doesn't involve time magic and it is the only way I can get rid of Fiona as leader of the mages. I was very annoyed that I was not allowed to judge her on the mages path and was stuck with her as their leader whether they were allied with or conscripted.
I was also planning on a Dorian romance but still took the Templar path. It makes no difference to the outcome with him; it just takes longer to get there. In a way it makes our later devotion seem that much more special because initially I didn't trust him but by the end of the game, he is one of the few people my Dalish absolutely does trust. It is a pretty big deal him ending up with a Tevinter Magister as a lover and in doing so he pretty much accepts the fact that it may cut him off from his own people and earn their ire: human lover bad; Tevinter worse, Magister you are an utter pariah. (Although I have written my own fiction that has him getting the support of Dalish like Cillian who worked as an agent for the Inquisition and so knows what Dorian is like and that he is an okay guy).