But I don't think you just enlist into them as a Guardsman. I'm pretty sure they're only open to regular special forces soldiers who join the Guard after they're done with active duty. And they're not "one weekend a month, two weeks in the summer" Guardsman. They're full time.
I did that with Morrowind right off. All main quest (aside from establishing your cover identity) and nothing else. And then went crazy from everyone saying "It's you, the Nerevarine!" and crap like that. Never again. Play all the side quests, THEN do main quest when I'm TES'ed out.