I'm almost level 10 and I haven't even left Whiterun yet, just been doing Whiterun quests. Does the leveling slow down substantially later on? I don't want to get too powerful too fast - seems like that would be less fun. I'm tempted to go back to the standing stones and pick a stone that has nothing to do with the skills I actually use.
There are other standing stones around the world that don't give direct experience increases - there is one just near Whiterun, actually. The Serpent stone, I though, but I'm not 100% sure on that one.
Level 10 and haven't left Whiterun isn't that bad, depending on your character you can stay based in Whiterun the whole game. Leveling does slow down later on, as it takes longer to level up your main skills, and presuming you're not making a character who gets to level 100 at everything, there is a point where they wont level up anymore. I've got to level 20-25 in one day of playing and stayed in Whiterun that whole time a couple of times before, so thats not too bad. It depends on your character - if you use sneak, block, one handed, archery and light armour, you will level up faster than if you use two handed and light armour alone.