I need some suggestions for movies, TV series, miniseries...

Something along the lines of a thief or assassin genre, with dark hooded and caped characters that kill with daggers, murder and steal from caravans.

Not unlike Game of Thrones and those hobbit movies. However, anything within a medieval time will be appreciated.

Not really thief or assassin genre, but "Ironclad" very much ticks the medieval box.

Robin Hood: Men in Tights.

That was actually considered, TBH. However, I'd like to favor a more cynical, dark and mecab setting and try to avoid cpme of the lighthearted and slapstick venues.

I watched that a couple of months ago. Great miniseries. I watched the first episode and was glued to the TV for the rest of them.

http://www.youtube.com/watch?v=qG98CqVbR9w. Granted, it doesn't have the type of cloak-and-dagger character you're looking for. It's soldier trying to pull the cloak-and-dagger and kind of...botching it.