well it is possible to get both the thief stronghold and the warrior stronghold with a dual class char. go for the thief stronghold, kill Mae Var but do NOT go back to Renal.
Go do the Nalia keep and oen of the options she gives you will let you come back later if you change your mind. Then go claim the thief guild from Renal, and then run back to Nalia to get the warrior keep. (I heard from someone earlier that if you take too long getting back to Nalia it is too late and you can't get it.) While you do get to control your thieves and make money from the guild, I found I only got 2 side quests from teh thief guild, but the full spectrum from the keep. Not having played a pure thief I am not sure how many thief side quests there are supposed to be.
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