I don't build thieves guild because the AI spams them all over the place and it is easier to capture one and have it closer to the front lines. Other than that I usually build all my merchants and priests from the city I want their respective guild in. Of course as Egypt or Hungary Assassin/Hashashim are necessary so you can play around with the unique units. I never saw the use of Explorers guild, does it actually give global movement bonus? That would be very nice, I thought it just gave a chance for ancillary characters.