My character is a straight up warrior who specializes in 2H, heavy armor, smithing, and kind of archery and block.

Should I do the DB quests? Or should I wait and make a stealthy character later?

I prefer doing them the first time with character tailor made for the quest line. Then I try and do it with unique and oddball characters.

Make another character, it will be more fun

I did it with my warrior with the same build. You end up getting bouties, and it really doesnt feel right.
I always do all main side quests like that on RPGs for my first run through tho, just a preference

The quests are no more sneaky than the companions lol. DB is a joke, like it says in the loading screen.

I have done 1/2 the quests for DB with a warrior. I think of it like this,

Going to bust in kill my target and anyone who gets in my way kinda like the 80's slashers, rinse and repeat. Scrap that stealthy crap. All buisness, no games, no mercy, and relentless! What Mother wants!