After you escort Martin and Jauffre to Cloud Ruler temple, Jauffre offers you the chance to join the blades. If you accept, you become a Knight Brother/Sister in the Blades. However, the Blades do not offer any specific quests or have any service NPCs. Mostly I think it is for lore reasons; it makes sense that the "hero" that is saving the empire and the heir from the Daedric invasion would be a member of the Blades.
Dark Brotherhood, Knights of the Nine, or Fighters' Guild?
In this cesspool of lies, distrust, and hatred there are champions. Those who live and breathe honor, integrity and morals. Which one are you? One of those who make up the cesspool? Or one of those who bring light to the darkness?