Firstpostyay
I was thinking about this today while watching the movie Entrapment. Thieves work alone the majority of the time, or with small teams of specialists. How cool would it be if instead of joining a criminal organization or a group of Robin Hoods, you're contacted by some Gray Fox-type character who trains you as his protege? Maybe you do a whole quest-line that consists of him training you, teaching you knew skills and techniques, gifting you with unique items etc. and eventually telling you that he's grooming you as his replacement.
This way you're not shoe-horned into a group of people you don't care about, and you work alone in the shadows with no killing or fighting involved, the way a thief is meant to be played. Throughout the course of the line, you could become acquainted with a few "specialists" that will also give you side quests depending on their specialty (sort of like Vex and Delvin), except this time once you complete all the sidequests and the main Gray Fox-esque one, a final huge heist will take place that you and your small group will have to pull off using each of their skills, sort of like an Ocean's Eleven type thing.
I guess I just missed actual thief gameplay in Skyrim.