Of the Thaumaturge-specific guild mark abilities, you'll eventually want to get all of them just because if you do rank THM all the way up, you'll find yourself with a surplus of guild marks anyway. If you want to prioritize them however I suggest Firm Conviction > Shadowfall > Silhouette.

Firm Conviction is mostly useful for soloing or tanking, if you do that on THM. It gives a noticeable defense boost while you're casting spells. Shadowfall is just like your Phantom Dart basic attack, but it's AoE, circular around the target. As I mentioned this is great in conjunction with Profundity(II) for an instant boosted AoE dart. Silhouette I don't find too useful. A regular Phantom Dart doesn't seem to produce an overwhelming amount of enmity to begin with.

Do note that Firm Conviction and Shadowfall require that you complete the rank 20 and rank 30 guild quests, respectively.

Lastly, when you're done having fun with Thaumaturge and wish to play another class, after you complete the rank 36 guild quest, you can purchase the trait Transcendence which makes all of your Thaumaturgy skills slightly more effective when used on other classes.