I wished to give Mjoll a wedding present by taking her down there and bust in some heads. But, alas, there are some unkillable npcs down there. Maybe, a patch that will let you get rid of the thieves guild. You can destroy the assassin guild except for the vamp child (but that's because she's a child).
The game forces you to be a thug dick if you want all the shouts. One that I know of is a disarm shot that is in a dwarven ruin on an ice plain. Need a thief guild mission to unlock it. They need to patch that by putting it outside like the one at that dawn daedra goddess bigass statue.
The one time I joined (I was playing an appropriate dark elf), I was like, "man, phuck this play through; I'm not a moral degenerate to do this, even with pixels".
If not a patch, I would pay for a goodie two shoes mission pack DLC. Join the vigilant of Stendarr cult and do missions. A vigilant of Stendarr npc follower. A badass shield, boots and gauntlets and Mage robes. A special perk to disregard wearing of boots and gauntlets with Mage armor perks are effective.
I also didn't like the push to become a slobbering, panting werewolf with the companions.