I usually don't run the main quest after my first character. Just like Oblivion once you get so far the gates pop up everywhere making it hard to enjoy the game (dragons do the same thing) as a role player. Maybe I just want to be a fisherman for a while and let the world rope me into adventuring a little.... then find a companion I like and when they get killed perhaps I need some revenge and let my character sort of evolve instead of dealing with dragonborn crap and grey beards and other main quest related junk. I like to do my own thing, so to me the main quest is annoyance until I'm ready for it anyway.
YES. I learned very quickly in Oblivion (and told friends who started playing after I did) NOT to go to Kvatch for Martin right away. Martin will keep. For a LONG time. I play the main quest up to that point, and then just ignore it while I mess about the sandbox doing faction quests and wandering the countryside. I hated that after Kvatch the &$#*!! Oblivion gates start popping up all over the place complete with annoying Daedra that made navigation a real pain.
I decided to do the same thing in Skyrim. I played the MQ up to the point where I visited the Greybeards, but have left old Windcaller's horn right where it is for now. Until you progress past the first mission with Delphine, the ancient dragons don't resurrect. This means I only have lesser dragons buzzing me whenever I fast travel, so I can pretty much ignore them unless they decide it's time to die by attacking me and my housecarl. Sometimes they just circle for a long time and then fly away. This has given me a good supply of dragon souls, I'm gradually picking up shouts to unlock with them, and I'm having fun just exploring, gathering cash, and improving my smithing and enchanting skills.
It does mean I don't yet have access to some of the shouts, but I like doing the MQ in stages as there are so many other toys to play with. I also think it's more fun to go into the deeper parts of the MQ with a more seasoned and well rounded character. Just my way of doing things, of course. As I've not yet witnessed the later parts of the MQ, I don't have an opinion on how well Bethesda handled the endgame.
I love Elder Scrolls games for a number of reasons. I do think, though, that the original Dragon Age had one of the most impressive conclusions I've ever played. Not only did the main quest resolution depend on several player choices, they also took the trouble just before the credits rolled to detail how many of your lesser choices impacted the game world and the characters you interacted with. Not all of them turned out well, no matter what actions you took. There was no "happy ever after" all round, but more of a balanced sense that this is how the world works and people aren't perfect. They also gave your character the opportunity to speak with every member of the "team" you were adventuring with to sew up loose ends and say goodbye. I thought this was really well done and quite satisfying for me as a player.
