Are there any questlines that you can't do after doing another quest line? For instance, is it possible to do both the Companions and the Thieves Guild quest lines? Or can I not do Boethia's daedric shrine quest after doing Molag Bal's?

Well, it's part of the same quest, but you can't easily show that both Sven and Faendal are jerks to Camilla. Well, you can give her both letters and she's aghast at both (granted you must pickpocket one to give her that one). Once you turn in one you can't turn in the other -- unless you manage to catch the two right next to each other and a quick with talking to the second one after the quest updates. But you don't get it so both of them dislike you...instead they both like you and the first one, I believe, is a follower.

The Civil war makes you choose sides, other than that, not that I know of.

Most of the "guild" and daderic quests can be done without issues.

But when doing one quest for the Dark Brotherhood, you need to make sure you complete a quest for a lady in Solitude. If you don't the quest will be either unattainable or it will pop up "failed."

The lady runs the Spiced Wine stall in Solitude.

Same with Narfi, the beggar in Ivarstead.