The dawnguard side has many new things that you can have including crossbows, the dawnguard armor, and armored trolls. The Volikhar Clan (vampire lords) have death hounds, vampire armor, and a bunch of extra abilities that the vampire lord gives you. Most of the main quest are the same but maybe just a little different objectives. I played as both the dawnguard and as a vampire lord and love both side so it is honestly your choice but don't forget on the dawnguard side there is a mission where you can become a vampire lord