Dark Brotherhood and Thieves guild first

Go to Imperial City, then make sure you have no stolen goods as it is a pain getting them back, and kill a beggar.
It will say you're killing has been observed by forces unknown.
Go to jail, serve your sentence and get a room somewhere and sleep.
You will wake up and Lucien Lachance will be standing there. Say "Rufio will die by my hand", then kill Rufio.
But before you leave the Imperial City make sure you get (a note from a friend) from an old Dunmer female. If you're lucky you will wake up with both LL, and the old lady standing there waiting to talk to you.

Now the Mages guild and Fighters guild

Just go to Anvil ask to join both guilds and yo're in! Easy huh?
Don't leave Anvil until you see the sunset. It actually is nice, plus there are ships that you could steal from and a lot of houses