Is it possible to join both the companions and the thieves guild and the Imperials in one playthrough?

yes you can


the only two factions that you can't do in the same playthrough would be the Imperial Legion and the Stormcloak rebellion

You can join almost every faction all at the same time - the only times you have to make a choice are for the Imperials/Stormcloaks and the Dawnguard/Volkihar, if you have the DLC.

The game actually pushes you somewhat to join every guild/faction, then to quickly make you the boss of all of them.

Thanks for the quick responses.