Welcome to the wonderful world of role playing, You could spend a thousand hours playing the game and miss 1/2 of what it has to offer by fast travelling.
Once I quit fast travelling in Oblivion I was discovering places that I had never seen in 1000+ hours of gameplay, Skyrim is the same deal - you will find so many more memorable locations on foot.
I've never yet fast traveled in Skyrim. I don't use my map so fast travel is not an option for me anyway.
Fast travel is so much more fun, in my opinion. If you focus on trying to role play, every experience brings you deeper into the immersion.
I'm actually tempted to give that a go myself with a new character.
I'm trying a compromise - carriages are ok, but no FT. This really opened my eyes to how remote and dangerous Winterhold is (no carriage there). Also, there's no carriage from Falkreath but the terrain around there is not nearly as dangerous as Winterhold so hoofing it to Riverwood and then Whiterun is fine.
I know what you mean about the Thieve's Guild radiant quests, LordBhaal. I thought it was kind of a drag to do the required 20 until I read about how you get access to TG safe for free after you finish 120!! jobs for Vex and Delvin. Man, who would bother?!
+1
I prefer to walk whenever possible for the immersion except in certain situations like this:
That trip is tedious, once I unlock High Hrothgar with a character then I never walk up the 7000 steps again.
You must have come across other tombs and caves along the way at those destinations, correct?
The roads are the most enjoyable part of travelling on foot, because of the unexpected encounters.
Thalmor agents, bandits desguised as Imperials, a DB assassin and so on.
Good for you. Hope you have some interesting times out there
When you have the coin and if it fits with your character/head-canon, why not consider investing in a horse? If you mod, then add Convenient Horses and saddle up with a follower just in case you find an interesting site to explore. There is nothing like riding home on a clear night under the stars.
Wandering around the outskirts of Winterhold and around the mountain passes in the Jerral mountains is pretty awesome. That Mountain chain in the south is just completely inhospitable besides the 2 Roads leading out and into Cyrodill.
I refuse to fast travel, I will use service travel though if I'm in a hurry.