Open skyrimPrefs.ini change bShowCompass=1 to 0.
^^^ This. I turned all my markers and my compass off. The only time something shows up on the map is when I find it.
And let me tell you, it's not the carousel ride of realism you might thing it is. Nothing like wandering around for an hour and a half, trying to find some place, then give up and get on the wiki and find out you're way the hell off in the other direction. And some of the radient quests come with instructions like: "Kill the Bandit Leader in Dead Horse Cave" or something like that. And that's it. You're scratching your head and thinking, "Where in Skyrim is this place?"
Skyrim's a really, really big map when you don't have compasses and quest markers. Seriously. Not for the impatient or faint-hearted.
Edit: Fast thread, this one.