You get a message board which every post needs to be verified by an admin which seems a little strange, but aside from that, there doesn't seem to be any advantage nor disadvantage I can see from being in one.
Right now guilds server as an umbrella team that you can fall back on. With a good guild you can trade, buy, sell a heavy charecter that would be 20000 clintz in the market but 50 clintz between you and your guild memeber.
This depends on the strength of the guild and of the guild player abilities and stores (dupes).
you get the idea.
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