For Thief guild quest;
After being the Guild Leader, you still get to do the random quests from Vex and Delvin; <--- This is purely random generate and won't finish;
However, the other quest that counts is the one that requires you to obtain the rare items for Delvin (Falmer's Right Eyes, and etc). This gathering quest counts.
And one more, collecting the Special Stone quest for Vex.

Well anyone knows when will the Companion quest finish? After being the Harbinger it seems that the quest, in the Quest Log it keep ask us to get quest from the other "inner circle" member.