I am on a new playthrough of Skyrim as a Breton, Mage. I have played through Skyrim previously as a Thief/Rogue and fancied doing something different so I went for a Mage build. It is all well and good & I think I'm doing quite well at it. All I was wondering should I level up my Sneak skill before I begin the Thieves Guild questline or while I'm doing it. My Sneak is currently on 23 with no perks and I know the Muffle spell but that's about it.

I'd say you're good, especially with Muffle, and Stealth may be one of the fastest-leveling skills in the game. One perk point in Sneak will help tremendously; two is almost overkill. And, of course, the Quiet Casting perk in Illusion will be a game-changer.

I don't know how "pure" a mage you intend to be, but you don't really need to invest in the other "Thief" skills at all. A perk or two in Pickpocket will help diversify the radiant quests, but those are easily avoided if that's not your thing. And, of course, Lockpicking will take care of itself regardless of whatever type of character you play.