If you want to join another shop in another zone, that's fine...only one wholesale shop at a time though.
My fury lives in Longshadow Alley, but she's a member of the Big Bend shop. Big Bend is lighter and more open then Longshadow...I actually want to move to Big Bend permanently, but haven't gotten around to it.
Once you hit level 10 and choose a primary profession, you'll get to join one more society, but it will be a workshop. There are 3 in every suburb, but only one of those 3 will accept you...the one that is associated with your profession.