Membership in the Dark Brotherhood is by invitation only. The invitation to join will be issued when you kill three townspeople (or a lot of guards) within a 3-day period. Complete their quest to gain membership. The guild makes not-so-veiled threats about what will happen to you if you don't join, but nothing has ever materialized for me aside from a severely negative rep (-25 points) with the DB. The quest can be a bit buggy with the letter containing your instructions appearing and then suddenly disappearing. If you get the letter, save the game immediately so you'll have something to go back to.
Benefits of Membership:
Dark Brotherhood quests all seem to involve finding some bozo at the bottom of a dungeon and offing him. The pay is so-so, non-existant in some cases, and the access to the potion maker at rank 3 and Spymaster at rank 7 are the only real benefit to joining unless you get your jollies out of dungeon-crawling (which can be a very profitable enterprise) and bopping townspeople (who die if you sneeze at them).
A final comment: at the time of your promotion to rank 5, it is stated that you can sell soulgems. This is not true. I have not been able to find anyplace in the game where you can sell a soulgem, most especially at the Dark Brotherhood.