I have put my thief guild quests on hold and now focusing on the dark brotherhood quests for a little while. I like focusing on two guilds and alternating them every few quests to keep things different/fresh.
With my assassination skills the dark brotherhood quests are rewarding.
It was funny. For the first DB quest you have to kill the captain of the pirate ship in the waterfront. getting to him was a piece of cake because earlier in the game I trespassed on the ship making the pirates charge after me. The imperial guards walking the docks came over and killed all the pirates. This made this much easier when the DB quest came up