The main reason I looked forward to playing Skyrim was to join the Thieves guild and Dark Brotherhood immediately. Then run around in the shadows doing a lot of backstabbing and stealing before rising to become the boss of the 'evil' guilds and enjoying being the biggest bad ass in Skyrim.

Now that I've achieved this, it doesn't really make any good role playing sense to continue playing the main quest (even though I want to complete it).

Walking around in my dark leather armour, wielding nasty daggers covered in poison while saving the world, just doesn't really make sense.

Has anyone finished the main quest as an evil guy and felt any role playing satisfaction?

I did just as you.. And i did the mainquest with the attitude

"Want something done, do it yourself"
and
"Am not saving the world. Am saving my fellahs at thieves guild and my fellow Assassin's"

Funny you should mention this, I'm in the same boat. Just finished The brotherhood and was struggling with the same issue. I figure I'll do it just because the stealth combat is still much fun. That and there's plenty of side quest that are mostly for personal gain and not to help anyone else but myself.

you have to give your character selfish motivations for completing the main quest. shouts are power, you go along with the greybeards to gain power. alduin wants you dead. simple enough motivation there. you're not saving the world, you're saving yourself. you want power and control, alduin is standing in the way of that power and control. many ways to spin it.

You don't necessarily have to solve the dragon problem for good intentions. You could for example think that Alduin is bad for business or he's on the way of you becoming the biggest threat to Skyrim - and so saving the world would be secondary motive.

I'm rp'ing a murderer (13 murders, none for the db. He thinks assassins are cowards), horse thief, and a Daedra worshiper. Normally on a playthrough like this I would be ignoring the MQ altogether, but since this is my first time on Skyrim, I'll do it anyway.

It doesn't seem to make much sense to me either, but I'll ignore this fact this time, and just play the game as two separate entities...or better yet, one that has multiple personalities.

Is there any better cover for a thief/assassin than being a hero to the general folk?

It doesnt matter since the game does not have Karma system from FO3 or even Fame/Infamy system from oblivion

You can be the bad guy,the good guy it will not matter everything is gray in skyrim which i dislike
Unless you realy wanna roleplay the bad guy for your own satisfaction then doing main quest its not desirable

In Fallout games, even some dialogue choices (Like being rude to a ghoul barkeeper) lowered your karma. Oh why is this not in Skyrim...

if i play an badass character, i just don't do the mainquest! insane, right?

I play as an evil, nationalistic Nord and have a reason to complete MQ, not because saving the world, but because I enjoy my dragonborn power and I don't like the fact that some ultra-ancient dragon wants me dead.

How is a theif and someone who uses stealth, poison, and deceit badass?

A badass would walk up and chop someones head off, or incinerate them. Not sneak up on them. You sir, are a fraud.

Because people shouldn't need an "evil'o'meter" to know if they're being a good (or bad) person =p

Although it's not ultimately necessary addition, it makes it easier for the game world to react to character's alignment. Maybe not like the fame/infamy system was in Oblivion (Guards being either extra polite or shouting "STOP TALKING", "ENOUGH"), but... yes.

There is plenty of motivation for the leader of the Thieves Guild and the Dark Brotherhood to do the main quest. As others have said, Alduin wants you dead, so Alduin needs to go. There are ample riches to be had along the way. If the dragons win it will be bad for "business". There are plenty of people in need to exploit help.

My Assassin/Thief simply hates locked doors and people who tell him no. There are plenty of locked doors and and people that need to be "opened" just to see what is inside of them. Let the people think I am a hero, that is their problem.

The Night Mother calls to you, Listener.

"Kill Alduin. Many people want him dead."

Solved

For thieves guild: "I heard that the scales of the Legendary World Eater are very valuable, fetching up to 10,000 septims each easily, it could bring our guild back on track in a flash!"

Is a badass still a badass if there's no one watching him being badass? You might have missed what the dragons are up to. They're going to eat the World, so it can be remade. If you let them do their thing, you'll have to face them eventually. All at the same time. It'll be you standing on a rock, against thousands of dragons. You'll probably go all "duel-welding ninjer" on them, and kill the whole lot. What then? You're on a rock, surrounded by nothing but dead dragons and a whole lot of void where the World used to be. Congrats, you won!
IOW, what's the point of being an assassin if there's no one to assassinate? A thief with no one to steal from? A guild leader with no guild?

I had one character for the Companions and Main story quests, one for the Mage's quests, and a third for the DB and TG. I didn't actually intend to play it that way, but now I'm glad I did.

After my first character finished the Companions line and went on to defeat Alduin he was so powerful that I had to retire him. I wanted a fresh challenge for the other guilds, and it would have been too easy to continue with this guy.

My second character was a pure robe mage. He finished all of the College quests and at about the same level as his predecessor (lvl 55 or so) became a walking magical god. I still come back to this character from time to time because I enjoy the strategy of magic use. However, this guy didn't fit the build for an assasin/thief and his powers would have made the missions a breeze.

So I started my sneak specialist as my third character to complete the remaining (and most highly praised) Thieve's Guild and Dark Brotherhood. After finishing those quests I've decided to kick back and do some in-game reading, sight-seeing, and general exploring until I come up with another character story.

I can tell you that after beating the main quests on my first character, I had no desire to do it again. That allowed my other characters to be more selfish and focus on their story, not worrying about the fate of the world.

My thief is barely worthy of being called Dragonborn, the only shout he ever learned (besides the first word of unrelenting force) is aura whisper. And he considers that shout a gift from the gods. No matter how hard he tries, he cannot understand the "light show" that occurs after slaying a dragon. He thinks it might have something to do with all the mushrooms he's been eating in those caves.

I am a dark mage/assassin, and I want the dragons GONE! So I amd doing the dragonborn thing to rid the world of those pesky beasts so I can take over!

You say you're a badass? Then quit shanking wolves and go slay the dragon.

Me im the Listener and the prince of thieves (in a sense), yet Killing Alduin is necessary. What better prize for the great lord Sithis than to have the legendary Alduin, fallen son of Akatosh as his own little pet in the void? As for the thieves, well hes bad for business and puts the guild in peril since im the leader and all. I slay every dragon with a tear in my eye as I hate to shed the blood of a fellow Dovah.

My character isnt exactly nice either, but he wont kill someone unless the void will it. But Alduin is a problem, as simple as that.