I'm at level 40, 12 words of power, Thane of Markarth, pretty much have the southwest side of the map completed. Still haven't started the main story, but I have begun the Thieves' Guild quest chain.
I'm at level 42, and mapped out all the major roads and sideroads and talked with most of the NPCs. I'm putting off the main story too, partly because I didn't want to deal with random Dragon attacks while exploring Skyrim. I've completed a shitload of miscellaneous quests, but very few 'major' quests at this point. I've leveled-up as a 'jack-of-all-trades' (abilities, not perks) in an attempt to maximize the potential of the leveling system, mostly by training in whatever my weakest ability is-except for two-handed and heavy armor, which I've ignored as useless to my light-armored and shield-wielding playstyle.
I think I'll save the main story for second to last (behind the civil war questline) during my non-evil playthrough; so far, even Morrowind seems to have had more leeway in that regard than Skyrim, and even the non-evil factions seem to contain less options for navigating morally dubious quests without committing vile acts. For instance, one should be able to convince the shop-owners to pay protection money by anonymously stealing from them, rather than being forced into openly bullying and physically threatening them.