I heard alot of talk about Telvanni but someone just offered me to join Hlaalo and I assume I can't join more then 1.
Are there any perks to 1 house over another or are they pretty much the same?

You can only join one house at a time. Each House has a different storyline, favored skills, and orientation.

House Redoran - Honor and Duty, favored skills are for warrior characters. They tend to have a lot of missions to defend your house's honor, defend the weak, avenge your fallen brothers, etc. Their rewards are probably the worst, but I enjoy the House alot.

House Hlaalu - Greed and Capitalism, favored skills are more for rogue/thief characters. A lot of these quests are shaking people down for money, intimidating people, acting like a criminal. I don't think I've ever finished this house, it doesn't appeal to me much but they do have have the most rewards in terms of sheer gold offered.

House Telvanni - In my (and most people's) opinion the best house, they are isolationist wizards who favor skills for wizard characters. Their missions are pretty broad, ranging from murder, recovering artifacts, political intrigue and more. All of the important characters of this faction live in wizard towers and hate outsiders, but the wizard towers don't have stairs so you need to be able to use a levitate spell to get up and talk to people, which is kind of an interesting quirk. Also what's cool is their laissez faire attitude towards how you interact with other House members If you steal from another member of House Telvanni and live then clearly you deserved what you took. If you kill another member of House Telvanni in a dispute, then clearly your argument has more merit meaning it's basically impossible to get kicked out and you can really run amok. Telvanni rewards are pretty awesome too, though most of them are free spells, or enchanted items with useful/cool effects, as opposed to just getting big bags of gold like House Hlaalu or a 'warm fuzzy feeling' with House Redoran.

Really which Great House you join is determined entirely by the type of character you play, as a heavy armor wearer who uses swords and no magic won't be able to advance in House Telvanni, and vice versa. If you don't like the House that fits your character's archetype then you join one of the other guilds themed towards your skill set.

After u finish one house you can join the next?
The only magic I really use is a few Destruction spells for ranged combat and that's it, I use heavy armor and a sword as well and Sneak and Security are two of my other higher up skills

No, once you 'finish' one house you're the leader of that house, and chances are the other two kind of hate you at that point, because there's a lot of inter-house warfare going on.

It sounds like House Redoran is probably the best fit for you, though you are playing a bit hybridish. 'A few' destruction spells 'once in awhile' won't cut it for House Telvanni, and if I recall House Hlaalu is a bit more speechcraft oriented in terms of persuading/cajoling/intimidating people to get your way vs. unlocking doors or sneaking around.

Edit: I looked it up and House Hlaalu doesn't favor sneak as one of their skills. And since in order to be allowed to advance to the highest rank of a house you need one of their favored skills to be at 90 that would be difficult to achieve trying to use Security.

Hmm, oh well for the time being I've been doing TG quests, what factions can't I join because of that? Just the Fighter's Guild?

There's one quest early on in the Fighter's Guild where you need to get a book from a Thieves Guild member. You can either kill her for it (getting you thrown out of the TG) or you can bribe/sweet talk her into giving you the book, neither of which are a guarantee if your speechcraft skill is low.

Then I believe some later Fighters Guild quests have you killing Thieves Guild members but they might be avoidable.

Hmm, maybe I will make a couple of characters then, well pretty much for sure I will, loving the game so far. ^^

That's one of the nice things about Morrowind, you can't experience even 1/10th of what the game really has to offer on one character. You always miss some stuff, or skip over a quest, or can't join a faction on this character, but maybe on the next one.

Just yesterday I walked into a tavern and on a whim talked to a random person to see what they had to say. Turns out the Khajiit woman I decided to chat up had a huge quest line for me, including details on where some super secret loot is in exchange for helping her solve her problems like getting a crime syndicate off her back or helping her former lover beat a drug addiction. Now she gave me a key to her house and...I think she's invited me to move in with her.

Just joined House Telvanni

Ok I think I'm just going to join Redoran for this char, but I'm gonna do some factions first.