Hugely depends on the character and how he/she deals with the whole DB fiasco from the start.
For example, one of my absolute most successful assassin type characters, Dark Robina (Level 45 Nord at the moment, by the way. And yes, she is a Dark version of the original Robina. Don't ask.) went through the DB questline pretty half-heartedly. She never felt in touch with her fellow stabby stabby jolly old chappies, save for Nazir and the spirit of Lucien Lachance (he will be important later on)
When she finally got to the end of the Dawnstar Sanctuary and found Cicero there lying, apparently bleeding, she was actually conflicted. She took the time to help the guy back in the Loreius vs Cartwheel incident and even curiously delved into his crazy and murder-filled past. But at the same time, me as a character wanted to get a shot at that sweet Emperor slaying action and Cicero was just an obstacle. So what did I do to balance things? Why, I just asked old Lucien for guidance.
You see, Robina (both existences) is the descendant of Olviana Blackheart, the Hero of Kvatch and the Listener of the Dark Brotherhood at that time. In an alternate turn of events, Mathieu Bellamont was immediately recognized as traitor and Lucien and Olviana actually married. So, Lucien Lachance and the Blackheart clan leading up to Robina are blood related! Murder is in her blood! Yes, it happened. Don't question my headcanon .
So, in a way, The Spectral Assassin is a good voice of reason (as far as voices of reasons go in the underworld) as wisdom should be sought after in your great-great-great-great-great-great-grandfather. And of course, Lucien advised against the slaying of Cicero, which is why he is still alive in that world. Never recruited him, though. I can't believe I wrote all that explanations. Good practice for the build write-ups, I suppose.
Never kill Cicero I love him and I think he's funny with his dialogue, he'd be a tough runner up with M'aiq the liar's dialogue. Plus he's the 2nd strongest follower in the game 1st place going to shadowmere. Plus everyone loves cicero, if you ask the your spectral assassin he'll say "Sithis does not want Cicero to die" and if you attack Cicero right next to Shadowmere, Shadowmere will attack you instead of Cicero. Plus Cicero had a downfall and went mentally insane, you would know this if you read his journals.