When is the best time to do the main quest? Should I do it before joining The Companions or the College of Winterhold? Should I do those first? Are there any benefits to doing it in a particular order? Any tips would be greatly appreciated. Thanks.

The short answer is that you can do the questlines in whichever order you want, you can skip a certain questline completely if you're not interested in it (yes, that includes the main quest, although it has its consequences), you can also intertwine the quests if you want.

As for specific benefits/drawbacks of the questlines you asked about:
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Doing the Companions questline grants you a bunch of cool warrior followers, the ability to become a werewolf, a unique axe Wuuthrad, which is one of my personal favourite weapons in the game; it deals quite a lot of damage, so at a low level it will probably be better than anything you can craft yourself at this point;

Doing the College questline gives you access to spells from all schools of magic you wouldn't get anywhere else (although you have to reach a certain level in each school), so if you're interested in playing as a mage, that's the way to go, even early in the game; also, you have to finish this questline if you want to collect all Dragon Priest masks;

Main quests: if you don't want to be bothered by dragons attacking you and just want to peacefully explore Skyrim, leave the main questline for later. However, in this way, you won't be able to learn any dragon shouts, complete the civil war questline or collect all Dragon Priest masks.
- you have to complete Dragon Rising to do the civil war (otherwise the Jarl of Whiterun won't talk to you about the war) and be able to unlock dragon shouts;
- you have to do The Horn of Jurgen Windcaller to learn the full Unrelenting Force shout;
- you need Alduin's Bane to learn Dragonrend shout (it forces a dragon to land);
- you basically need the entire questline to get the mask of the Dragon Priest that appears in the main quest.
Here's a list of which quest happens at which point of the main questline: http://elderscrolls.wikia.com/wiki/Main_Quest_%28Skyrim%29

Hope that helped

Depends on what you want or don't want.

If you progress very far in the MQ, you will have dragons in your game - guarding dragon lairs as well as turning up in random spawns. If you don't want to deal with dragons as enemies at all until you reach a certain level or a particular point in your playthrough, don't let it get to the point where you are handing over the Dragonstone to Farengar as this triggers the first post-Helgen dragon attack and that will trigger the appearance of dragons elsewhere.

The Companions questline and the MQ do not intersect in any way, except that there are a couple of words of power at locations that you go to for the main Companions story. One of them is available without doing the Companions, but one of them is quest-locked until you get there on a Companions quest.

The MQ will send you to the College eventually but you just have to get inside for info, you don't have to "join" and take a class and continue on with the College questline at that time unless you want to; however there is at least one word of power that is quest-locked until you find it as part of the College questline. You can also bypass the College completely and still go on with the MQ if you already know the information you would've gotten there... but there's no way your character would know it without visiting the College first, unless he/she accidentally stumbled onto the location involved which is pretty unlikely. Or you can go the College and start that questline without ever touching the MQ at all.

If you don't start the MQ but are out there doing other stuff you will inevitably pick up words of power. But without dragon souls you won't be able to unlock and use them, which can be annoying after a while. OTOH it may give you a larger number of possible shouts from which to pick and choose right away according to your playstyle once you do gain the ability to start unlocking them little by little.

If by any chance you plan on doing the Civil War on either side, that will force you to start the Main Quest and continue it up to the point where dragons begin to appear in your game. If you do NOT want to start the MQ and/or do NOT want dragons appearing, you will need to put off the Civil War until you're ready for those things as well.

It depends on what level you want Blackreach and whatever Dwemer Ruin you use to lock at. Blackrach is universal, it can have crap items at level 1 or amazing items at level 40.