No matter the side you choose, the final mission is always the same, SPOILER ALERT: (select the text in order to read) Killing Azerus
You can even do the last mission with someone who followed Palimuth, the only practical differences (asides from the role playing flavour) is the achievement you earn at the end ("Follower of Palimuth" for the good side, "Follower of Azerus" for the bad side and "Turncoat" if you followed both sides during the missions) and the addon for the Yalaharian Outfit you earn when completing the Blood Brothers Quest, if you choose Palimuth in the 9th mission, you earn the good side addon:
While when you choose Yalahari, you get the bad side addon:
Hope I've helped ^^