Yeah their choices are very shallow I feel for you op. My personal gripe is how some places are quest locked.
for example
Spoiler To get the The Gauldur Amulet fragment in the quest to reforge the amulet you have to be part of the College of Winterhold to get into Saarthal
However the two other locations for the parts are NOT locked so it is easy to get into the quest only to find your warrior character has to break RP to get the other part. Also you cannot remove quests so you are STUCK with that un-finishable quest.
Although I am not getting quite as stressed as you.
Personally in relation to the OP with things like the thieves guild or dark brotherhood, I don't see why you can't do quests where you help the law catch the criminals and drive them out of their respective cities. You basically have to be a thief or ignore them, you cannot fight them whatsoever without just going on a dull murder spree.
Yes... this is pretty much exactly what I would have liked.. the option to go to war with the thieves guild/dark brotherhood.. we all know that completely eradicating them is more or less impossible, but being influential in taking them down to the point that they SEEM to disappear would have at least met my criteria of staying a good guy. Having the option of joining the companions WITHOUT becoming a werewolf and still having access to the quests would have also been good...
As it is, with the companions.. I did bite the bullet and join them.. then never voluntarily used the ability. As soon as I cured.... hmm, probably shouldn't say that.. as soon as I had the option cured myself of the lycanthropy (sp?) But, as usual was disappointed in the fact that I did just a very very few missions and now find myself in the position of leader (adviser) of the companions... After only a few missions I am the arch mage of the mages college... again.. very disappointed the only advantage of being either seems to be that you get quarters.. by this time you should own the house in whiterun so its not really an advantage at all.
Drug dealers abound selling skooma and other things.. some, you have the option of killing, some you do not. Watched my son get married.. and am also disappointed by that... I feel as if Bethesda did not even TRY to improve upon Oblivion, rather, they relied on Oblivion to sell this game... they were right, they got my money, because I liked Oblivion, and expected this to be better... It isnt better.. no, it is not really WORSE as far as game play, but it is worse in the amount of time put into the main quests.. Those quests seem almost incomplete.. as if they HAD a lot more meat to them, but that someone with a sharp knife removed the good parts... Still playing, but losing hope of this impression changing...