Thieves Guild
The Thieves Guild in Oblivion was essentially Robin Hood's band of merry men with the addition that in a Medieval Society, MAYBE just maybe it wasn't too bad of an idea to keep the poor on your side if you were going to make yourself rich. After all, the poor in Medieval society really don't have ANYTHING. It's worse in Skyrim because the Thieves Guild really is the mob. The majority of the people they prey on when you start the Guild are, well, the middle class since they're scared of the rich.
To do a GOOD run, here's what I recommend.
Join the Thieves Guild
* You can deliberately fail the first quest and not get kicked out.
Extortion
* Intimidate Haelga and the shopkeeper with the Bee and Barb owner last. That way you don't have to threaten her family or beat her up. Haelga just needs her statue threatened.
Meet at the Drunken Flagon
* No problem, just fight your way to the Cistern. Everything thereafter is more or less morally ambiguous in the main quest. Why? Because every one of your targets is allied with criminals themselves.
Rebuilding the Thieves Guild
* Take the "Numbers" and "Bedlam" quests from Devlin. Numbers is about fencing stolen goods and Medieval money laundering so it's the "least" evil option. You can also pick your targets from Bedlam. Pick pocketing is also reasonably "low evil."
* "Burglary" from Vex is the best option with Shill jobs being the "most" evil option.
Dark Brotherhood
This is harder because the Dark Brotherhood is pretty much what would happen if Batman's villains all gathered together and formed a social club. They're, to the MAN, evil people. However, they're pretty nice about it and are a friendly bunch that you can choose to be the New Listener and guide them through.
Joining
* Killing the "Kind" old lady is the best option there for moral characters. It prevents child abuse.
Initiation
* Kill the Khajit merchant or the mercenary if you're an Imperial.
First targets
* This is a hard one so I recommend killing the Ex-Miller since his reasons for being targeted are ill-defined. You don't need to kill anybody else in that group to get the next quest.
First Quest
* Kill Muiri's boyfriend but not Nilsine Shatter-shield. You can't marry Muiri that way but your conscience will be clean as her boyfriend is a bandit.
You WILL kill innocent people in the Dark Brotherhood quest but if you're a Stormcloak, assassinating the Emperor may mean this is grey morally. A way to win the war and end any chance of Tamriel retaliating as a whole.
Aftermath
* DON'T buy the torture chamber.
