Right now I'm trying to decide between:

Returning to Astrid for my latest pat on the head.
Return to Tolfdir and tell him I closed the anomoly in the Rift.
Return to Brynjolf and join the guild.
Need to raid my closets and make some potions at the College.
Need to get some new spells at the College.
Need to raid Breezehome and smelt, hone, enchant and sell some stuff in Whiterun.
Need to join the Civil War.
Need to meet Delphine in Riverwood. (Riverrun?? Reading Game of Thrones so......)

Also I have some dungeons I need to hit for specific LOOT.

How can people possibly complain that there's nothing to do in this game??

There's a lot to do in Skyrim.

i just try to do all of the Known quests in the same area at the same time.

Don't get paralyzed. Pick a task on the other end of the map, and walk there. If you see something interesting along the way (and you will), look into it. And above all, have fun. Remember, if you get hopelessly sidetracked in this game, that means you're doing it right.

Yay, I'm doing it right! Seriously, I get so sidetracked in Skyrim it's crazy...

I've seen a few posts where people describe Skyrim as a "big, empty world" and it sort of boggles my mind.

Complainers svck. Gamers rock!

On topic, I generally take a town and focus on doing the quest there first. I try to mix in misc and guild quest in a 'starter town.' then sorta hub out from there. Each time I travel to familiar places, it's a sabbatical of sorts...to relax

I lost count of the number of times I've not stuck to a plan !! So now I just have a (very) rough idea of what I intend to do and Go with the Flow !! Skyrim empty?? Yeah as empty as the Pacific Ocean !!

I need to focus. Just pick something and do it.

I try to travel 'smart', taking care of tasks along the way... but MAN there's just SO MUCH to do!! And more than anything I want to join the Civil War.......

I try not to take on so many quests that I am required to scroll to view them all. one page only. Though its easy to get a ton of misc quests. Since I've played the game through so many times, I tend to stick to quests relating to major quest lines and just explore. money and experience is earned quicker through exploration then quests.