I usally Ignore the main quest & walk to riften , i am a breton whos Specialty is arching , i go to riften with the ragged clothes , so i start off as a hobo , i then go to the jarl & ask for a guard job , i then get some riften guard clothes i found outside of riften in a tower , & then go to the training area & shoot dumbies , later i go potral riften ... etc.
I've never actually tried to RP in the game. I followed the quests and try to always do side quests. I did however get Hearthfire so I adopted children. Now I'm doing the Dawnguard questlines.
But I may go back through later and try it out without doing the quests.