I would join the Resurrectionists.
Selfless plug.
I would create a guild that would attempt to gather all of the teachings of tamriel and make nirns largest library and university, offering teachings in magic, philosophies like the way of the voice, even training of bards, and ancient styles of combat. It would also be tied in with Hermaeus Mora, obtaining newknowledge for him in return for an immaculate and unabridged collection. It would be a large guild composed of archivists, teachers, priests, researchers, and devoted "seekers".
I would most likely form a cult dedicated to becoming deadra. Based off an oblivion character of mine inspired by the bound warrior build in the classics group. We would would search for the heart of Lorkhan and try to replicate the dwarves dissapearing act. And collect any and all lore related to the deadra, Lorkhan, creation, and mortals ascending to godhood or escaping the mortal plain. All with the ultimate goal of creating a new world, unbound by the rules of the old, were we would live as gods. This would of course backfire horribly, leading to the rise of a new hero just to stop us.
Have you ever heard of the movie series "The Librarian" or the TV Series "The Librarians"
I'd make that basically, a group of people called "Librarians" who would be keepers of knowledge in a secret otherwordly enchanted magic library (not Apocrypha), where they'd keep dangerous ancient and magic artifacts.
I would form a travelling guild of assassins, fighters and mages - like a fairground. Everywhere they go people can pay xxxx gold to try their luck; an area of wilderness (or city or wherever, it could be themed) would be cut off and they would be dumped in their with a random guild member. You win, you join the guild. You lose, well, you lose don't you?
I would form a Guild filled with Vampires this guild is called the blood hunters what they do? Well my friend they are Hired by me to collect someone's blood they are told to get and return it for payment this guild has 7 death hounds and 20 Thralls any vampire can join it's located at the burnt Dark brotherhood we are not know... yet but soon we will have our own castle and be a real clan only evil vampires can join.
The Duskguard. Basically vampires that dedicate their un-lives to hunting down Vigilants, the Dawnguard, Priests and anyone who calls vampirism a disease(including Jarls). Slogan would be "At Dust you're dust" you know cause after a few minutes of reanimation they turn to dust :p