I just finished the Dark Brotherhood questline, and now I have high bounties in several holds. I joined the thieves guild to pay my bounties off, but I have no idea who to look for.

I don't think you can (like in Oblivion) but if you're a member of thieves guild walk up to a Guard and bribe or pay off your bounty that way.

Does it only work in riften though? I remember when your bounty gets too high the guards don't give a damn whether you're from the thieves guild or not.

Just joining the TG won't help you with your bounty problem. You have to complete the Guild's City Influence ("reputation") quests for the other cities before your TG membership will get you any special privileges with the guards there.

To get the reputation quest for a city, you must first complete five radiant "special jobs" (given by either Delvin or Vex) in that city. Once you've done five jobs in the same city you can get the reputation job for that location from Delvin.

Once you've done the reputation quest for a city, if a guard stops you there should be an option to tell him you're with the Guild, and for a price (half your actual bounty IIRC) he'll offer to make all your problems with the local guards go away. I did this on my way out of Solitude after the wedding contract and it worked like a charm.

Also, there's no reason to rack up a ton of bounties all over Skyrim while doing the DB contracts, unless you insist on a playstyle that results in that. With a decent Sneak skill and the right gear and weapons, you can get through the entire storyline without much trouble with witnesses, guards and bounties... which is kinda the whole point of being a topnotch assassin, lol. I did the entire questline and the only time I ever incurred a bounty was with the wedding hit, and as noted above I already had the option of paying off a guard so I ended up just walking out of the city like nothing ever happened.

You can even go through the entire DB questline without ever increasing your "murders" stat above 0.

Thanks, I was starting to suspect It had somthing to do with those special assignments.

I only took a bounty on during two assignments, poisoning the Emperor have me an end result bounty of 5k in Solitude, and killing the Chief informant in Markarth caused me to pickup a 40 gold bounty that quickly turned into a 3k bounty in my escape, even though I killed him and two servants in their sleep.

Keep in mind that there are two options (I don't remember the exact phrasing right now because I'm not in front of a guard.). One makes the current guard 'look the other way' and the other option actually clears your bounty.