There is no big difference in following Bellegar or Behrlihn. The only real difference is that in the end battle, you'll have to
fight both Behrlihn and Ygerna, if you choose to set Behrlihn free. And some different dialogs while fighting as a dragon. Also, you get a funny dialog when you release Behrlihn
I don't think there is a big difference in Astridax or the others. Both will give you exp. and random loot. It is more a moral choice of your own preference.
Happy holidays
