Whether it be the Dark Brotherhood or the Secret Order of XYZ, secret societies are great tools in stories and adventures alike. They introduce mystery, intrigue, and danger, and get the curiosity and imagination of readers and players ramped up and hooked into the story. Using these organizations in your campaign can widen the scope and depth of your story and propel your characters and players into unforseen goals and subplots.
Suddenly, the world is not so simple anymore. The heroes learn that someone is controlling circumstances behind the scenes, and they might not always have everyone's own interests in mind. They might be a fringe lunatic cult, or they might be a powerful guild that pulls the puppet strings of nobles and kings alike. While a large part of adventuring may be killing monsters in dungeons and preventing orcish raids on innocent villagers, these secret organizations can spice things up and give a sense of logical flow to why so many things are falling to hell at once.
Wizards, clerics, warriors, thieves, you name it- they all gather together at times for more power and to be with others of their personal philosophy- whether that be to protect or destroy the civil peace. The stronger the group is, the better the chance that political motivations and manipulations will occur- which can really affect the heroes. They may think that they are immune to the plots of these secretive groups, but when they cross the wrong person and end up harrassed or imprisoned by the local law or about to be carved up on a sacrificial altar, they tend to change their minds.
Granted, it takes more work to create these groups. Creating a who's who list of baddies or super stars takes time, as well as figuring what they want and what kind of honor code (if any) they operate by. Where do they gather, and how do they keep themselves secret? Are there any members in high positions of authority? How will this group fit into the overall goals and story of your creative endeavor?
Dungeons and Dragons official campaign worlds have always had a rich history of secret orders and dastardly cults to draw inspiration from. There's a lot of great information and examples out there. If you're looking to make your story or campaign more exciting and draw cautious players out a little more into trouble, using secret societies are a great way to accomplish that. It also pushes the writer or DM to expand their view of their own home brewed world.