I seem to be going to go with a similar approach. No fast travel. (except carriges to cities I've already been to if I truely need to.) And this time around, I will delve into the dungeons that I discover. (In Oblivion, I just discovered them and ignored them.) And I plan on enjoying all of the scenery.
Hopefully doing this will slow down my overall progress through the game and allow me to garner more enjoyment from it.
Same here with the dungeons, at least at first. I did, eventually, explore pretty much everything. I just want November 11, 2012 to roll around and still be at a point where I haven't seen everything. I'm going to hold off on going to major cities for as long as possible.
One thing I tried to do in Fallout was complete each quest before getting a new one (on my Pip-Boy). I always hated in Oblivion how you'd get 15-20 quests on there and forget what some of them were. The only bad thing about this is that some quests will require you to travel to new, unexplored cities. We'll see.