It's part of the reason I think people needed to adjust their viewpoint when they complain about certain quests making them feel evil. Unless your character is completely insane, it's highly unlikely he's going to do EVERY SINGLE QUEST for every single faction. Skyrim seems designed for multiple playthroughs if you actually enjoy any form of roleplaying versus simple gameplay (which isn't wrong).
Woops, I guess my first toon is insane then... because she's the LIstener, the Arch Mage, the Head of the Thieves Guild, the Harbinger uhm well yea and the Dragonborn Savior!
She's not a Blade though... there are some things I won't do!

I just collect quests and want to SEE and DO it ALL!!!!!!!!!!!

Now the strong arming of the Thieves Guild at the beginning is a bit rough. I wish there was an option to help Riften back on its feet (like get rid of corruption, work together with Mjoll to get rid of the Guild, something, just a few more choices would be nice).