Secret society means an organization a la Dark Brotherhood or some rebels/conspirators headquaters or at least a petty Thieves' Guild. They are unlawful and therefore have to be secretive to survive. They operate in shadows. To join them you have to be invited by a member after performing certain deeds and being deemed worthy of the membership.
On the other hand, the Hero Guild looks to me like an elite school, quite legitimate and prestigious. And since a would-be hero is admited in early childhood, the criteria are totally different.
I don't think you can have it both ways.
Anyway, why a huge underground complex is better than a huge aboveground complex? I personally prefer castles and courtyards (and day/night setting with everchanging sky); secret rooms and passages you have to puzzle your way in (including cellars and dungeons); factions within guild you can join (and betray) with remote consequences etc. Plus joining a faction should provide a certain benefit and additional quests.
And to join a faction you should be of certain alignment, pass initiation rites and recieve one of the ridiculous titles. One of the faction would require total abstinence and maybe castration in exchange for acute clarity of the mind. You will get a special tatoo commemorating the event. I already imagine some comments made by local barmaids.
And then... you will discover that there is a secret society within Hero guild!!! They have their own sinister agenda and you must join them or perish!!!
