Are you going to do the other factions on the same character? Or do them on a new one? Can you even do all of them on one character? I mean it seems like I'd rather save the thieves guild quest for my sneaky kitty.
Maybe in the future when I've tried all the diff play styles I'll do a "one Dovakhin to rule them all" type character, but for now I'm planning to leave the Thieve's Guild, Dark Brotherhood, etc. for another playthrough.
