Eh just have a blast with it

I faced a similar problem as I have always role-played as a thief/assassin. So I changed my "class" to a hunter (and for the first time a female Bosmer - second play through will be a Khajiit)

As a hunter, she is trained to track, kill, make poisons, hide in shadows, gather resources, and protect herself at all costs. She does not consider killing to be wrong as long as it fits her own belief system, makes use of her skill-set, and feels a part of the hunt. She has no strong bias to either a positive or negative allignment because she has always worked alone and is therefore guided by her own moral compass. She will do whatever is required to meet her own needs, improve her skill as a hunter, and ensure her own survival. She will benefit greatly from the equipment, items, resources and experience made available via the Thieves Guild and DB (as well as The Companions and Stormcloaks), and she also has the perfect reason to fulfil her role as Dovakin. She will be hunting and slaying dragons...

Edit: She also gets to do all of the same things she would have done as a thief/assassin.

If this also helps, here is my character's bio - she could just as easily have been a Khajiit because both races have near identical skill-sets and both fit perfectly into the whole hunter thing:

"Eld'run is a skilled hunter hailing from deep within the forests of Valenwood. Her deadly aim with a longbow is matched only by the speed and cunning of her blade, and her masterful use of alchemy ensures that even the largest and most powerful of foes stand little chance of surviving a lethal dose of fast acting poison. Countless years spent developing and fine-tuning survival skills means that she is able to travel at speed whilst remaining hidden, as well as being able to locate and procure any resources she may need as she travels from place to place. A recent turn of events has seen Eld'run banished from her homeland province, due to her violation of sacred laws pertaining to the Green Pact, an ancient code of practice which all Bosmer are required to follow. She is currently attempting to cross the border from Cyrodiil into Skyrim via the treacherous Jerral Mountains, but is unaware that she is about to walk into an Imperial ambush..."

Hope this helps

It makes more sense if you don't do everything at once. People grow and develop overtime. If you go from thieves guild to the dark brotherhood to the main quest, there is a lot of room for character progression. Maybe your character started out in the thieves guild because he was poor and needed some money, and it wasn't until a botched robbery attempt that he discovered his thirst for violence. After months of increasingly violent acts you catch the attention of the Dark Brotherhood and agree to enter their ranks. There you learn your true calling was to serve the will of Sithis. Time passes as you rise up the ranks of the Dark Brotherhood, and you begin to hear rumors about entire villages being wiped out by dragons. At this point, you could start the main quest and discover your dragonborn. While you may not feel compassion for the people you are saving, you know in your heart that fighting these evil creatures is the will of Sithis - if Alduin eats the world, who will be left to serve him and the Night Mother? Or heck, you could even begin to feel remorse for the evil you've done and being dragonborn could be your chance for redemption There are lots of possibilities!

Name him Dexter, problem solved

1. I would skip the theives guild, and make a pure assassin, or a pure theif

2. Same as above, either skip it or play pure's

3. Your not forced to complete the main quest line, just skip it.

Role playing is about putting things in your way, to keep yourself having a challenge, in this case it actually extends game time by a good 100-200 hours.

I'm guessing the motivations might be fairly broad for the main quest. You don't have to be the captain of virtue to slay dragons all day long. You might just chalk it up to old fashioned self-preservation or a hunger for power gained from absorbing the multiple dragon souls. I would think a thief/assassin Dovakiin would enjoy more power.

then run from the dragons and hide...and slit the nearest persons throat in anger

Even murderers have friends...

People in the thieves guild are morally sane, Dark brotherhood is your only contradiction. But part of not being morally sane means your actions don't need reasoning. Meaning you can kill people on a massive scale, yet save them at the same time, and still be the murderous lunatic you are.

Problem?
Solved.