This is what I would like to see as part of the future expansion/DLC. Quests to become captain of the guard for a given city which gives rewards and benefits within the city. I could imagine quests where you patrol the city and realm for thieves, drug dealers, and other criminals. I know you can become thane of a city, but it seems to be rather pointless.

Roleplay a guard.

I've done that got bored, though after doing the thieves guild thieves started to show up in towns, but it's not enough.

Captain of the guard? How bout Bandit Chief?

Perhaps u come across a tower loaded with bandits and u kill the chief, there shood be an option to become the new bandit chief, recruit new bandits, deck them out and go out on raids OR maybe even being recruited by a named Bandit Chief and your given the mission to raid other bandit territories and take it for your Chief...

just a thought.