They aren't exactly good but they aren't evil either. They even have this strict no murder policy. Not only that but if you talk to them and listen to their back stories, they mostly seem to be decent people who had no where else to go or do it for the kicks but don't really want to harm anyone. Of course theres a few who are in it just for the gold like Tonilia and Vex.
So becoming their leader would work better than murdering them, no? You can go with the whole Robin Hood routine like the Gray fox, I guess.
---------- Post added 2013-01-30 at 01:32 AM ----------
Thieves guild doesnt murder anyone, if you kill someone you even get scolded for it and don't get paid. Bandits are completely different, they kidnap and murder people or keep them as slaves.