theres nothing wrong with having an everything character its your game so play it how you like to.
my opinion is this though;
it is a single player RPG so the best way to get the most out of it is to limit your character to a set of rules like these below;
Thief / Assasian - only joins DB + TG hes not powerfull enough to join the companions and not magically versed enough for winterhold.
Warrior / paladin etc etc - companions, army, exploring, helping all the ''goods''
Dragonborn - you do the MQ then proceed from there
mercenary / adventurer - helping out the folk that need it never joining a guild and just generally roaming the world exploring.
you get the idea, to me i get the most out of the game that way. atm im playing a vampire assasian in S4 so he is a member of TG + DB and will do the Stormcloaks quests probably then explore to further his skills, his RP i complecated and generally his RP has been going from morrowind (being a vamp and all).
note: i hardly ever do the TES main quests as i like writting my own story without being the ''chosen one''
