I've never gotten an HQ (or even masters) before, as I never really paid attention to the guilds until now.

What I did with the assassins was spam them, and have them kill everything in sight. Diplomat? dead. Priest? dead. Merchant? dead. Princess? especially dead. After getting the guilds, they become much cheaper to produce and start with better stats, making them much more efficient from the beggining (and much easier to handle). I can currently produce assassins that start at level 4 or 5.

I'm trying to get a master theives in another campaign. I've spammed some spies, and I have them go into every army, non-military person, and settlement they come across. Hopefully I'll be able to beat the AI to the HQ.