The quest to join the Thieves Guild in Oblivion is one of the funnest faction introductions in the series, as you follow rumours of the Gray Fox to a mysterious garden, and compete with fellow thieves to steal a diary before the night ends. "Why join the Thieves Guild?" you may well ask, given you can simply steal whatever you want anyway.
One key benefit the guild offers is the ability to sell stolen items, and considering Oblivion's merchants only have a purchase limit and infinite gold otherwise, it's extremely lucrative to be a thief. If you like the sound of that but can't be arsed with lockpicking, you might also want to find the Skeleton Key. Otherwise, here's how to join the thieves guild in Oblivion.
