You can gallop right past guards. They'll eventually stop following. Also, either after the first three hits or after you visit all three cities, you can fast travel between them and Masyf.

Myself, I was disappointed by the inability to do stealth kills most of the time due to getting caught in a cut-scene at the opportune moment.

As for roof-guards, they increase as you progress in the game, though they'll still be more annoying than fatal when you're running away.

I found the allies useful later on in the game when I wanted to pull guards away from where I needed to work and kill them. While a guard is tangling with them, they are very easy to kill, and when you're moving the fight you're more likely to encounter them.