Quote Originally Posted by SirMoric
I usually have no problem getting headquarters for assasins, priests and merchants.

Just make one of your cities dedicated to producing assasins, one for priests and one for merchants. Remember using a city by the sea for merchants. And keep producing until reaching the agent-cap for each. Eventually you'll get the HQ's.
I do precisely this exact thing. Generally I try to make my capital city my "Cardinal Factory", as it is generally the largest city and will get to Cathedral or Huge Cathedral stage first.

I'm one of those odd people who get really excited when Guild notices show up...