I really prefer to play a law-abiding, good character but that's tough in Skyrim. I've worked through the main quest and many, many side quests but I've avoided most of the obviously evil stuff (like the Daedric quests). However, I hate to miss out on a significant quest line like the thieve's guild. If I pursue it, and succeed, will the general population of NPCs (vendors, Jarls, stewards, instructors) treat me differently or can being a thief be a little like having a secret identity?

Maybe I should just start a new character - any suggestions on good thief combinations? Maybe a thief/illusionist/conjurer?

SO, you're Brynjolf's new protege, eh?
Don't look like much to me.

Other than a few passing remarks by guards, and a few npcs in Riften not liking you, there is no real impact on anything.

I would still recommend you start a new character though.