Make lots of save slots. Do not rely on one or two saves for this game. Even fully patched up a quest will glitch from time to time and the only way to fix it is to reload an earlier save from before you got the quest. Have at least 5 save slots to cycle through, if not more.
This is a good idea. Unfortunately, if you like to free explore from the beginning, you are going to randomly hit issues many hours in... I don't think a lot of things have been patched yet, some... but not all.
Don't listen to the factions when they say that you have to go do the next part of their main quest. Instead take some time and do some of the radiant quests offered by the other members of the faction before doing the main parts of the faction quests.
Especially in the College at Winterhold. Everything in the main line sounds drop-everything-important, but I think the whole thing would of been much more impressive in scope if, like Morrowind, helping your fellow mages was a requirement of progression. Not "you must do everything", but do 1-2 quests outside the main College quest-line between each step in the College questline.
Save before you travel to any town/settlement (if you are after the part of the MQ where the dragons appear). Save first, if you get a dragon attack in town, then reload, travel somewhere else in the hold (maybe one or two places in the hoid) deal with the dragon, then save and travel to the town.
I just FT to a nearby area outside the cities, it's enough to keep the cities from losing their merchants.