I think Vader stuck with Sidious because he had nowhere else to go. He had just lost everyone he loved, and Sidious was the only person familiar to him. He did not see how Sidious had manipulated him, and after learning he had killed his wife (whether he did or not is open to debate, but he believed he did), he was convinced he was an evil person and this was his destiny. Why does a woman stay with an abusive husband? She's convinced she is an unworthy person and that's what she has to live with. The same thing happened to Vader.
Show me a man who is twenty and not a liberal, and I will show you a man with no heart.
Show me a man who is forty and not a conservative, and I will show you a man with no brain.