I did thieves guild, companions and mages guild before finishing any of the main quests (or DLC)... I can't play an evil character, so DB quests are really not fun for me. I'm not a "just run to the finishline" player, so I've done almost everything but the "go kill this giant for 100 gold" quests (and I've only got one house finished for Hearthfire, but mining iron ore isn't exactly the most stimulating thing to do in quests...)