Some characters are specific to certain guilds or quests, other characters tend to do more things. Obviously the focused characters are more, well, focused in the quests.
However, for the other quests, basically, I take them as they come along. The only ones I really worry about are the Civil War and the MQ as those can be done together or separately. It is more the role and how you want the story to play out that determines what goes first in this case.