Ok I have been doing all of these annoying jobs for Vex and Delvin for hours now. How many are you supposed to do until you get the next 'main' quest? I am sick of this now, i've already done 10 and am about to do another 2. Half of the challenge seems to be staying interested while watching loading screen after loading screen.

Anybody?

These quests are actually completely optional and are there for two reasons:
#1 Add more depth and more quests to the Thieves' guild.
#2 Provide endless quests after you finish the Main questline.

Check your quests. You should be on a Main quest still. Just look for the lockpick header in the quest description. If it's a Thieves' Guild quest, it'll have two lockpicks laying down at the top.