Ultimately, your character is the Dragonborn in Skyrim; whether you like it or not. It's unfortunate, but I can see why Bethesda made this ultimatum, since your character ends up playing an integral role in every major conflict they involve themselves in.
Regardless, I too would like them to move away from this design philosophy.
I can't. They never did it in any of their previous games (I haven't played Arena, so I'm not sure about that). Even in Oblivion, despite all of "the world is falling apart" stuff, nothing happened when I abandoned the MQ right after giving the amulet to Jauffree. That's why TES games are advertised as "be whoever you want, go wherever you want". That was supposed to be Skyrim's selling point. Ironically, regarding the questlines there's less freedom than ever before - we're practically forced into Thieves Guild and Winterhold College, and the Dark Brotherhood joining is a joke. It would be passable if you we had to put some effort into finding Aventus, but the rumour about him is the first thing we hear in Riverwood. Sad.
I know there are workarounds. I also understand that this desing was an attempt to show that Dragonborn's return has a great impact on the whole land of Skyrim (and to put a big, red arrow pointing to every guild for those who are too lazy to find them on their own...). Still, there are other ways to achieve this, like mutually exclusive guild quests, seeking assistance of another guild's member, things like this. Not necessarily JOINING those other factions, just interacting with them.