Go for both. I haven't gotten far in the thieves guild, but you are rewarded for your dark deeds in the Brotherhood. (They have some pretty helpful and unique armor)
You can join both and it will not really break any immersion(didnt for me). If I had to choose between the two I would choose the DB for the gold and the nice twist in the story.
i ended up joining both of them as well as the mages guild and companions i got into the mages guild cause i was running an Illusion/alteration/1her/sneak assasin
Both are good thou short, they are much better then companions or College of Winterhold IMO. You could basically called the Thieves Guild the Dark Brotherhood because during the quest you can kill just about anyone.
Both quest-ines are very rewarding and fun, I would say go with the Thieves guild first as it will take you longer to complete everything within the guild, and the Nightingale armor is so badass when i saw it for the first time i almost had a seizure.
In Skyrim the thieves and the DB are business associates. Im a huge fan of both factions, but in Skyrim I lean towards the thieves cause thats my favorite role playing character. And yes you can do both.
Both quest-ines are very rewarding and fun, I would say go with the Thieves guild first as it will take you longer to complete everything within the guild, and the Nightingale armor is so badass when i saw it for the first time i almost had a seizure.
actually ya should wait for thieves guild because the nightingale armor scales to what level you are when you get it