I'll accept any Guild if it fits in my plans for a city. As a general rule though, I go for only one Explorers, Thieves, and Assassins. I usually end up with two Theologians Guilds, one in my major Empire, and the other in heathen territory (Usually in Rome or Jerusalem, depending on my religion). Then I concentrate on getting one Merchant Guild (and if my faction allows it, one Horse Breeder). Other than that, I just build Merchant, Swordsmith, and Knight Guilds as they appear.