Well, this is probably the most important: If yo mean what happens during the end game (spoiler free), the game ends and you have to reload a save before the last mission. So your allegiance is moot.

If you mean before that, helping caesar's legion will almost definitely get you negative NCR karma or whatever, and maybe some serious negative strip karma depending on how yo play certain missions. Siding with yes-man means its all up to you but you'll remain on generally good terms with the NCR (probably), strip depends on missions, but Caesar's Legion ended updating me. Can't remember if I made that happen or I didn't have a choice though.

Side with Legion because it's ending is pretty cool. The BoS has the best weapons (if you're into energy weapons)