I have been playing both and find out it kind of a mess because of some side quests need me to travel too far away, main quest also, one in the north and one in the south for example. So quest like "meet me at X place" sometimes feel out of place because i must travel to the other way because of the urgency of the matter...so they waiting for me at X places for days or weeks
So, what is the best way?
if side quest first, i can manage my character well, get loots and money, rising skills and perks
If doing main quest, i think it will become anti climatic if continue to do that
If doing both, like i mention it become a bit mess