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How can I remove thieves guilds from my lands? And other evil bastards?

Build Court of Justice ... that will eventually remove Thieves' Guilds, Smugglers etc. from your province. After one is built, it is rare for those buildings to reappear again. Which is why it is usually one of the first buildings I build.
 
That's true, court of justice is a silver bullet against any form of organized criminal activity (helps in preventing and removing it). But even more critical than having a court of justice in a province (which just makes occurrence of thieves/robbers/smugglers less probable and removing faster), is to keep a regiment unmobilized in that province you have a problem in. Without this you can't broke the guild/ring/band.

Another tip is to avoid falling with your efficiency value to 50% or below - apart other negative consequences, you may have a "Major Criminal Gang Established" event launched which means you get all three types of organized criminal groups into a province in a single blow. (In fact, it's wise to keep your efficiency at least above 80%.)