a sneak/thief starting with the thieves guild, building to the nightingales, with the dark brotherhood as a side all for the perks and training and armors they provide. By the time you have completed their questlines you should be pretty well set. I also as a piece of advice recommend sneaking everywhere outside of town for two reasons it boosts your neakyness (so sneaky you can't even hear the s) and the reticle cross hairs give you a added heads up when your observed by beasts and bandits.