The Dark Brotherhood by far. Not only do they offer a multitude of weapons and passive buffs, but they also have their own set of enchanted Light armour. You may want to do this first because the Thieve's Guild will punish you for each person you kill even when you complete the quest chain. Their pure stealth challenges where you're not allowed to kill any guards can be tough though so be sure to do stealth outside of both factions before you sign up - get a good sneak skill and you can get the bonus rewards from the DB.
Have fun with it! ^^