Make the decision to become a thieves guild member less one-sided
As several community members commented one of the shining features of the early game play is that many of the decisions are meaningful as they are mutually exclusive or have deeper implications. This is an intended feature and more of it IMHO should appear throughout the game. The decision to become a thieves guild member though is a pretty one-sided one. There are useful benefits but you don't really pay a price.
Thus now becoming a thieves guild member also comes with a price: Stuff in shops becomes more expensive to buy as the shopkeepers raise prices for thieves to compensate for any protection money they might need to pay.