I remember that when I realized that guy, who was sitting on the window-sill on Assasin's Guild, was future Patrician, I thought: "Vetinari was in schooled in Assasin's Guild? Why the fuck I'm not surprised?!"
I don't remember in which book it was first revealed that he had an Assassin's education - maybe as far back as Sourcery? ...no idea... I love the conversation with his aunt about stealth classes ("the teacher never saw you there!" "And your point is...?")