some people hate on the MQ of oblivion.
others see the MQ of oblivion and morrowind as okay but love the sandbox element of the game. you can always do the mainquest. it does not go away.
In both Morrowind and Oblivion I mostly held off on the main quest. I find in RPGs in general, I like to get every every every single possible side quest done. sometimes in MQ, you close off side quests when you further the plot.
my game plan for skyrim is: wait and see. I think I will probably ignore the main quest for awhile. I would like to find the thieves guild and if they have alot of quests, etc...do those first.
different chracters of mine would have different goals. I usually play a thief or mage to run around the world and try everything. if I want to just do the mainquest, or focus on it on a playthrough, I sometimes use a more paladin like character...the kind that would not say "so I need to save the world? first let me sight see"