Bethesda released information regarding the return of the Dark Brotherhood in Skyrim. That leaves me curious about whether or not specific guilds will be included in Skyrim as well. I'm most curious about the Thieves' guild but would like information about all of them.
The Cyrodillic Fighter's Guild from Oblivion does not return in Skyrim. Instead, you may want to check out The Companions, a group of soldiers, fighters, and mercenaries for hire.
Likewise, the College of Winterhold is the replacement organization for Cyrodill's Mage's guild.
The Thieves Guild is only a myth, of couse. But if it was real, I'd lurk around the city of Riften to find it.
Information is a little sparse since the game has yet to release in most areas, but all 4 of the main guilds are making a return in one incarnation or another.
In addition to the Big Four already mentioned, SkyrimNexus reports (in the "Factions" section at the very bottom of the page) that "Bethesda Softworks has also confirmed that the Imperial Legion is joinable."
Confirming this, one of the three-hour preview reports I've read talks about encountering a Legion encampment and being offered a chance to join after helping the soldiers repel an attack. (He doesn't say whether he took them up on it... but he did steal one of their horses, so I assume he turned the offer down.)
The below information is taken from my answers to a couple other questions.
While the questions linked above are not quite duplicates of this one, I believe my answers there pretty much cover the question here also. Please let me know if you want more details.
---Note: Links may contain spoilers!---
The only mutually-exclusive factions in the base game are those that represent the two sides in Skyrim's civil war.
The NPC you follow out of Helgen, or one of their family members, will invite you to join their cause. This will add a quest to your journal, but still does not constitute a binding of your character to that faction. Afterwards, you're still free to join whichever side (or none) in the war you please.
A quest to join the opposing side can usually be picked up by simply encountering one of their soldiers in a city or camp that they control. The soldier will suggest that you join their cause, and this will populate that quest in your journal. Once you've expressly declared your allegiance though, you'll fail the quest for the side that you chose to oppose.
You still have one more chance to switch sides though, during The Jagged Crown. Simply deliver the crown to the opposition's leader, and you will join their cause instead.
All that having been said, there's several other factions you can join freely. Joining any of these will not preclude you from joining the others. They also do not affect, nor will they be affected by, your choice regarding the war.
- The Bards College, in Solitude.
- The (Mage's) College of Winterhold, on the outskirts of Winterhold.
- The Companions, in Whiterun.
- The Circle - An elite sub-group of The Companions.
- The Dark Brotherhood, west of Falkreath.*
- The Thieves' Guild, in Riften.
- The Nightingale Sentinels - An elite and secret sub-group of The Thieves' Guild.
- The Blades, based out of Sky Haven Temple which is east of Markarth.**
Near or at the end of the quest lines for most groups, you will generally end up becoming the group's leader. This also will not affect your ability to join or lead other factions.
*The quest to join The Dark Brotherhood actually starts in Riften.
**There is (presuming you pursue the main story's questline to its end) an unavoidable quest which puts you in the middle of a conflict between the Blades and Greybeards. Your decision (or even a lack thereof) in this matter will restrict you from certain resources available via the faction you have chosen against. I do not list these as "mutually exclusive" factions though, since you never properly "join" the Greybeards.
The Dawnguard DLC adds in two new player-joinable factions, which are also mutually exclusive.
- The Dawnguard, based out of Fort Dawnguard in Dayspring Canyon.
- The Volkihar Vampire Clan, based out of Volkihar Keep which is northwest of Solitude.
Note: While these two factions do ultimately become mutually exclusive, you must follow through some of the initial Dawnguard questline before you are given the option to join the Volkihar.