Any general, broad-ranging advice?
I actually had a copy when it first came out, played it with absolute obsession for two days, and haven't played it since. Bought it again and hope to be more moderate this time, enjoy it in small portions, and hopefully learn not to suck. :)

Hmmmmm...
I guess I'll take a stab at this.
When running a business or three hire a master craftsman for the most basic ones. DON'T hire one for something like the Thief profession because Thievery in the game makes most of its profits from kidnapping and robbing houses.
Don't rush in the game. Wait until you have a nice bit of capital before splurging on a magnificent palace.
If you have any more questions, feel free to ask.

That's good advice.
Obviously I'll want to start in the "very easy" scenario (Britain, I think). What's a good profession to start out with? Does religion matter?
I'm at a loss for what type of game to create, too. What are some good goals to choose? (I have to have something to shoot for, or it feels a little aimless after a while.)
The tutorial was very helpful.

Dude, do Nuremberg...more space, more EVERYTHING.
Here's how I play my game(your Fun Factor(tm) may or may not be affected):
I like playing a Thief that goes for legitimate fronts(i.e. getting elected to a high offfice, owning some businesses that actually produce some goods and what not..).
You could always play a goal-oriented game. I believe there is something in the options menu where you have to meet certain requirements in order to progress/"win".
Religion only counts when your particular religion gets outlawed; other than that, it is of no real consequence from what I have seen thus far.
Good goals to choose:
Become the ULTIMATE owner of the town you are in. Own everything from the lowliest Thief hideout to the highest political and theological office...
Be the backstabbing bastard you always wanted to be but you only restrained yourslef for the good of society. Plot to frame your enemies, marry for money and then cause an "accident" involving toad slime to somehow occur to your spouse.

A couple of tips regarding professions, and a cool site for reference.
Hope they help you enjoy the game!

Correct me if I'm wrong, but I'm fairly certain people of the same religion tend to be more favorable towards each other.
In my case, once I've established a steady source of revenue, I usually play the game with the mindset of being a political schemer that acts as a general nuisance to everyone. I try to bribe, steal, sabotage, and backstab my way to the top of the political ladder, abusing my privileges to the fullest every step of the way. The game actually encourages you to play in this fashion, so not only is it viable, it ends up paying off dividends in the end.

Heh, you sound like Mr Stryver from "A tale of two cities", shouldering your way into the higher ranks, and across politics and law :-).
Anyway, indeed, that's one of The Guild's most attractive features: it gives you the possibility to play your career as you wish.

The thief master does rob houses and he doesn't get caught as often I did. Before I hired him I was barely breaking even because I kept getting caught and fined.

Because you probably did not get enough info on the houses. I always went for a 96-100% information value on the houses I planned on robbing. Besides, Thieving is more fun when it's done hands-on, IMHO. Also, when planning on robbing a house do it when no one's around. That overhead map that you get just before deciding to rob a house is quite useful in showing you whether someone is around when you are about to do your dirty deed.

I always scout 100% and my thieves were fully trained, so I'm not sure what I did wrong. What's the best time of time to go thieving?