My preferred option has been to make a character specifically to do KotN; usually a swordsman type character with specific magical focusings on Restoration and Mysticism (to walk on water
)
While occasionally hunting down the relics, I'd generally spend my time doing the minor quests; not guild and none of the major quest. So stuff like the potatoes, Jermaine brothers - all the generally goodly deeds. It just somehow feels right to do that sort of thing if you're going to be a holy knight.
Then I tend to touch the MQ later on in the game, once I'm sufficiently strong enough.