Thieves Guild now includes murder so it's the Dark Brotherhood of Bank Heists...
Murder? You need to kill two people in the thieves guild questline, a traitor and the leader of a rival guild. You'll likely end up killing the rest of the rival guild, and a couple of Falmer as well, but each of them had it coming. If you killed anyone else, *you* botched it, but the guild can't really afford to kick you out, even if you turn out to be a bloodthirsty thug.
The mages college is just silly. They seem to be really incompetent, if the Psijic Order needs to show up and appoint an amateur spellcaster to be the new archmage. My character came for the freebies, did their quests and walked away. I pretend the promotion to archmage didn't happen.
The Companions may need you to be a werewolf for storytelling purposes, but they could make a better point. You know that the inner circle are werewolves, and they want to keep it secret, so they should "convince" you to become one of their own.
The Dark Brotherhood is interesting, I'm not really a fan of all this Sithis balderdash, but the Night mother as a possessed corpse and a haphazard assassin guild work for me. DB and Thieves guild at least have rememberable characters.
The Legion and the Stormcloaks both aren't very interesting, but at some point you may want to restore peace. Since it makes no difference whom you join, you may choose the Empire if you lke the Thieves Guild or DB as they will benefit from a strong empire. Real life parallels in the 1920's aside, the Stormcloaks are still a short-term deal. Give Ulfric another 40 years, but with his dead, his Skyrim will fall apart. Chances are good, though, that Skyrim is another vasal state of the Aldmeri Dominion by then.