So, as you can see, everyone will give you a different answer to your question because there is no right or wrong way to play an Elder Scrolls game. The developers basically just throw you into a wide open world and say "Go where you want and when you want. Do everything, or do nothing and do it in any order!"

And that's the beauty of the series.

I started the main quest and talked to the greybeards then stopped. Then went side questing and roaming. I think you need to do the quest as you want and how you will enjoy the game. I have the civil war and the bards college stuff done. I did a bunch of dugeon and fort clearing in my early roaming days. Returned to the main quest up to the actual scroll then stopped again and then started the dark brotherhood. I think it make for a more well rounded character. The way I play, I cannot see a level 15 warrior save the world then take orders from some putz who joined a club like the brotherhood or companions before me. I always make the MQ finish the last thing I do with a character before the restart.

The only time I completed the Main Quest resulted in me feeling a great sense of emptiness and I abandoned the character even though she was only level 37 and my main character. I probably restart her later once I figure out how to transfer faces from one save to another.

I made the mistake of finishing the Main Quest as soon as possible in Oblivion. I wish I'd waited a bit and taken it slower, exploring more and completing more side missions and guild questlines. In Skyrim, I took it rather easy my first way around. My first char was deleted when I had to reinstall my computer, so now I'm playing my 2nd one and taking it quite easy on this one as well. He's almost lvl 20 and has not yet visited all major cities. Most guild and factions are untouched, as well as the Civil War. A bit of exploring and you own story-making takes you a long way. Applies to Real Life, too.

I invested 600+ hours on my first character (serious illness kept me at home), and I finished the main quest and civil war quest at the tail end of that...then sat back and aksed myself, "what the h*ll do I do now?" as I had pretty much been nearly everywhere and done most things. So, I started a new character...

It's big.

You had it too? Skyrim fever shouldn't be looked upon lightly. I lost family members and relationships to it. Not to mention my job Just joking around of course Hope all is well!

Main quest svcks do the civil war instead

Civil war and MQ can screw up some of the guilds and side missions, leave them till last or at least only do very little with them and do as much exploring and side quests as possible.