I liked the Thieves Guild Quest but I would agree with Creston, it wasn't the most original thing ever. I felt the same as Creston about the Mage Guild quest as well...good idea, but it felt like it was cut short. The Brotherhood quests were my favorite part, which I kind of expected because I really liked them in Oblivion. If that part had sucked I would have been pretty disappointed.
I actually didn't do the companions stuff until my second time through the game. I found it more interesting then I expected. I don't really like the werewolf mechanic though. I find it kind of awkward and not really useful or fun.
I just bought Dawnguard this week, and thanks to my backlog I probably won't get to it anytime soon. I expect however that I will like killing vampires more then being one. Once again I don't really like the game mechanics involved in being a vampire. It is really awkward. If the Dawnguard story surprises me and gets me interested enough maybe I will give it a go.