I'd be rather dissappointed if the Thieves Guild, or its equivalent, isn't in Skyrim, but it doesn't necessarily have to be the same as in past games. Now, I liked the Thieves Guild in Oblivion, they had some nice quests, Morrowind's Thieves Guild was fine too though they're quests weren't always as interesting, in a large part because they were more of a straight forward "Bring me this item" type thing and often didn't really require you to do much sneaking at all, and the way that a criminal organization didn't even try to conceal its meeting places even when aside from the guards, it also had to deal with a rival guild that wanted to drive it out of the province kind of didn't make sense, the Morrowind Thieves Guild may not have had official guildhalls, but with their whole "Hello, friend, do you want to join the Thieves Guild?" thing, they might as well have a sign outside every hideout that reads, in bold, colorful letters "THIEVES GUILD!!!" still, even if they weren't handled as well as they could have been, I enjoyed them regardless. But Skyrim is seperated from Morrowind and Oblivion by a the borders of a province and 200 years of the Empire being in decline, and that leaves a lot of room for things to change, does the Thieves Guild still exist? Or has a new organization replaced it? If the Thieves Guild is still around, has it changed any since we last saw it? If so, how? If not, what new faction has taken it's place? Or perhaps instead of just having one Thieves Guild, we can even have more than one criminal faction competing with each other, perhaps we can have a similar situation to the Thieves Guild versus the Commona Tong in Morrowind where we have two different criminal organizations that are hostile with each other and are competing with each other. If this is the case, do we get to join either faction, or is only one available to us with the other serving as antagonists? In the end, Skyrim gives Bethesda many oportunities to try some new ideas with its guilds, and I'd like to see what they do with that, rather than just reusing old ideas. Still, not having a guild for thieves at all would leave one type of character players might make without any appropriate factions, and that's not something I'd want.
The whole thing with merchants knowing your good are stolen really bothered me as well. I'm cool with the thieves guild having a monopoly on fences, but that should really only be items noteworthy enough for anyone to suspect you of theft.
I'm certainly not going to disagree with that, I could believe merchants getting suspicious if you tried to sell them a distinct valuable artifact that happens to be identicle to one that was previously stolen from a wealthy person who lives in the same city, but having them recognize a strawberry you stole in a town on the other side of Skyrim as stolen, on the other hand... not so much.