I just have to say that I loved the thieves guild in Oblivion, and I felt let down in Skyrim. Does anybody miss having the "robin hood and his merry men" approach that was in Oblivion? Saving the waterfront from a spy and getting rid of the unfair taxes just seemed so much more satisfying than Skyrims quests...
I also think the final quest is perhaps the most memorable and fun quest in the Elder Scrolls, at least for me. The reward at the end was game-changing and epic. Unlike Skyrim, which is just 'pick this crappy perk'.
Let's share the love of the thieves guild