If you separate the main's from the alts, it might mess up PvP, because then your alliance enemies will know who to target first... For PvE though, it's kinda cool, cause your main can be something that indicates leadership, and the alts can indicate servitude.

After creating my own guild (mostly for the guild bank) I'm not sure I would like to have all my characters in a "shared" one.

How about <The Zerglings> for the alts>?