I just made a new character and I want to do the main quest last. How do I avoid starting it? I need to talk to the steward in Whiterun to turn in bounties/give him a sword, etc, but does walking into Dragon's Reach automatically start the MQ?
Just branch out on your own right after you escape Helgen and get to Riverwood. A word of caution: if you're trying to make some money by doing odd jobs and side quests around Riverwood, be careful doing the Golden Claw side quest for the trader. He'll send you to Bleak Falls Barrow to retrieve his item. Bleak Falls is the same dungeon you'll have to explore as part of the MQ for the Jarl's wizard. So try resist the temptation to over explore that particular dungeon on that side quest. Doing so might cause you to stumble into the narrow passage that leads you into Bleak Falls and where the MQ artifact is.
If you do end up doing this
The good news : you instantly get to finish Farengar's MQ quest right after the Jarl introduces you to him.
The bad news : Giving the Bleak Falls artifact to Farengar will officially trigger the appearance of Dragons in Skyrim.
The first dragon mound opens in the Rift hold during the Bleak Falls Barrow MQ quest.
Also note that once you speak with the Jarl in Whiterun,
you can no longer opt out of triggering the appearance of dragons in the MQ sequence of events. The Bleak Falls quest begins immediately after you speak with him by default.

Another annoying feature is that the Jarl will automatically address you, if you get too close to where he's sitting on his throne.
So if you're trying to complete the side quest for the Jarl's Steward (who is always standing to the right of the Jarl in the throne room) just hit the tab key to opt out of the Jarl's conversation and avoid replying. This will prevent you from automatically completeing the MQ "Before the Storm" quest.
However, also note that you CAN
Over explore Bleak Falls during the Golden Claw side quest, get the dragonstone MQ artifact, and begin your freelancing activities (aka avoiding the MQ line) from that point on. But doing so will cost you. Your stamina stats will take a BIG hit having to carry the dragonstone. You'll be stuck with the misfortune of carrying a 25 stone deadweight in your inventory all around Skyrim.

This can be a real pain at the lower levels if you want to make gold faster by tomb raiding.
The only upside to doing this, is that there won't be any dragons to contend with in the game until you speak with the Jarl.