I've made three characters, got to around level 25 on all of them. One is a Thief / Assassin, the next is a Pure Mage, and the last is a heavy armored Warrior with a two-hander. The Thief / assassin completed the Dark Brotherhood and Thieves Guild, the Pure Mage completed the College of Winterhold, and the Pure Warrior completed The Companions. I haven't even touched the main questline yet on any of those characters, and I lack the motivation to do so. Mainly because i have a strong suspicion that once I complete the main quest on a character, I'll feel satisfied with the game and will stop playing it entirely, due to me already using all of the available types of combat, except for one handed + shield, everything else has been used. Anyone beginning to feel the same way?
I say start the main quest with at least one character. The Fedex-kind of side missions could get old, if there isn't a bigger purpose in the game, you supposed to be fighting for. The side quests are great to raise your levels and pick up unique items or earn more cash, but all the stuff you get from the side quests are mostly there so there isn't only one thing you do. I don't think you gonna get bored doing the main quest more than once, especially if you do one part at a time and then go off again to other side quests, or perhaps you try to make something new, like a unique armor with smithing and enchanting. I also recommend to raise your difficulty level a notch..where facing even just common bandits is a challenge and you have to save/reload several times just to clear the outside of a fortress.