Well, there aren't any major differneces exactly. There are just different themes and such. I'm part of the Thieves guild, even though I love the theme of the Assassins guild, but that's just my opinion.
Imperiumemperor, the leader of the Assassins guild, is very battle oriented. MooseSmuggler, the leader of the Magical guild, isn't as battle oriented. He's been excited about the Vulcan Academy he's been setting up for clan members to learn more about pokemon, pokemon battles, and more. I wouldn't say there's much to differentiate the Thieves and Haunted guilds, though. There are different ranks for all four guild, though. I'm already a Pickpocket in the Thieves guild, but I think all the guilds are good.
Also, each guild will have challenges that will earn you Guild Points upon completion. The challenges for each guild will vary, though some haven't been decided upon yet.