I don't know if Kelsier would try to take Harmony's shards, because he's seen the inability that comes with it and is misaligned with Preservation. However, I do think he would be a good fit for Autonomy. If he managed to kill Bavadin and take that Shard, he would also have a chance to get off-world like he's been wanting to. If he could somehow manage to defeat Taravangian, the concept of Retribution would also fit him quite well. I'm not sure what the Autonomy/Retribution combo would be called... something implying vengeance and individualism?