I seek out only five guilds, Swordsmith, Merchant, Theologian, Horsebreeder, and any of the Knight guilds.

Any city will benefit from the latter four guilds, and any castle will benefit from the first.

If you're England you can't easily avoid getting the Woodsmen, and it's also excellent, but useless for any other faction to capture.

In general I accept one Theives, Assassin/Hashashin, Explorer, and Alchemist and might try to improve it on the side, but I don't go hunting them.

I find the Mason's Guild the most difficult to get, though certain factions have to capture a Horsebreeder there's always one at certain cities waiting for you to snag.