Due to my fascination with the Mafia culture, I'd most likely be in the Montana. Doing what exactly, I dunno. Wouldn't be fit enough for heisting so I guess they'd have me working in Borgia's Palace, despite the fact I don't touch alcohol or know how to play any card games that well. XD
I know it sounds pompous, but I imagine myself to be part of Leaders. I love their background story as overseers of Clint city, their power is enough to tip the balance in any fight between clans (except you, Vansaar).