I love the Dark Brotherhood! in every Elder Scrolls I have ever played, I have always been an Assassin. In Morrowind, I rocked it out in the Morag Tong. In Oblivion I was a Listener to be feared. In Skyrim I am the most lethal Assassin that Tamriel has ever seen.

I will make different characters just to complete different quest lines. Mage for the Mages Guild, Warrior for the Companions, etc.
But all of my characters, every single one of them, are in the Dark brotherhood (or other relevant Assassin's Guild). The Shrouded and Ancient Shrouded Armor is some of the best in the game, and the story lines are some of the best written with the most deeply developed characters.
I love being able to sneak up close and slit the throat of my prey, and even the stalking of them (shadowing them around a whole city, just waiting for that perfect time to strike) is exciting to me.
Love the Elder Scrolls, and especially love the way that Bethesda does their Assassins!