So I bought Dawnguard and I'm really wanting to play it, but I was wondering if I should finish the main quest first or get a really high level.

My level is in the late 30's.

My first character started it at level 20, my second at 17; neither has even touched the main quest. So, no.

There is a certain item that is in the main quest that you will need for Dawnguard, but there are other means of getting it if you have not completed the main quest. You don't have to complete it if you don't want to, but there is some unique dialogue that you will get if you've completed the main quest. The dialogue isn't that special, but it makes you feel good.

The two are very much independent. The only thing I will note (and this is more amusing than important) is that some ppl who have died will show up at the end of the MQ, so there is something to be said for doing, e.g., the civil war or faction questlines before finishing the MQ. AFAIK -- anyone who knows otherwise feel free to correct me -- no one from DG is gonna show up at the end of the MQ.