Should I Kill or Leave Cicero?

Since you can pickpocket him and receive higher grade gear at the Dawnstar Sanctuary, it is really not lucrative to kill him. If you have completed the quest line for the Dark Brotherhood, and Cicerio is still alive at that point, he will indeed become a Follower.

Does killing Cicero make a difference?

Killing Cicero grants you access to his unique outfit and benefits, but loses on a pretty unique follower. He's the ideal stealth follower, and cares not for crimes. He can be quite amusing to those who liked the Annoying Fan from Oblivion.

Should I kill Cicero or Astrid?

Though shell not kill the Dark Brotherhood or it's members. She kills everyone and almost kills you and Cicero. The punishment for breaking the Tenets according to Sithis in Oblivion is expulsion from the Dark Brotherhood or death. This is why you must kill her Cicero is the head of the Dark Brotherhood not her.