I am currently level 44. I am at the end of the first stage of the main quest (finding the Windcaller's Horn). I did a few of the sub-quests of the main quest, so I can learn new Dragon Shouts. But then I intentionally stopped with the Main Quest. So no spoilers about the story, please.

In Morrowind and Oblivion, things change when you finish the Main Quest. The NPCs will talk to you differently. That alone annoyed me so much that I don't want to run the risk of that in Skyrim. I believe there were also other changes, some content not being available anymore. I wouldn't be surprised if finishing the Main Quest in Skyrim would also have some non-reversable changes.

So what changes when you finish the Main Quest in Skyrim ?

Will NPCs talk differently to you ?
Will NPCs act differently ?
Will Dragons still spawn ? (I think they do).
Will Dragons behave differently ? Will there be different Dragons ?
Any quests that are not available anymore ?
Any changes to your reputation with factions ?

Now what I'd like to do is this.
Follow the Main Quest line. Keep doing quests.
Create new savefiles often.
Once I finish the Main Quest, I go back 1 or 2 savefiles, just so my character hasn't finished the full line yet.
Hopefully this makes it so that nothing in the world has changed.

Would that work ?
Would going back just 1 step in the questline be enough ? Or do I need to go back further ? And thus keep more savefiles around ? (I keep all my savefiles anyway. 800 now, at lvl44).

Will NPCs talk differently to you ? Yeah, guards get some new dialogue (a few lines I think)
Will NPCs act differently ? Not from what I've experienced
Will Dragons still spawn ? (I think they do). Yes
Will Dragons behave differently ? Will there be different Dragons ? They don't behave differently, and the dragons change depending on your level (Elder, Blood, Frost, ect.)
Any quests that are not available anymore ? If you've done the Civil War quests you can miss one of the quests in the 3rd stage
Any changes to your reputation with factions ? I don't think so

you get a useless shout and some comments from guards

thats about it

1. Greybeards and Paarthurnax have more dialogues, and guards have one-time-only dialogue thanking you on behalf of Tamriel. Other than that, nothing
2. No, they don't
3. Yes, so you can unlock all shouts
4. No, they're business as usual
5. Not by finishing the Main Quest itself, no
6. No

Thanks for the replies.

So looking at this: http://elderscrolls.wikia.com/wiki/Quests_%28Skyrim%29#Main_quest

So I can finish the Main Quest.
And then load a save-file where I was at the start of Act III, right ?
And there will be no side-effects (like guards talking differently) ?

Which quests in Act III can I do, without repercussions ? Where I can back out easily ? Without being stuck in a specific place ?

The only one that I know of is The Fallen, where you have to trap a certain dragon. After that, you're stuck in two places that you can't leave without reloading a save.

The dragons will act different by The Throat Of The World where they will be passive.