Your character sounds pretty bloodthirsty, so you should go join the Dark Brotherhood, the Thieves Guild does not tolerate that kind of behavior but the main quest does have kill missions and lots of corruption.
The downside of the dark brotherhood is they make you kill defenseless civilians most of the time, and all the time in the radiant quests, which is pretty cowardly in my book and not challenging.
The companions talk tough, but there really just mercenaries that worship Ysgramor the Elf killer. If you have "self-respect" don't bother with those band of losers.