Stop going from one guild (or main) quest to the next, using fast travel to go from the questgiver to the objective and then back again. You will be able to complete quests and entire plotlines very quickly that way. Try going on foot to the next quest destination - stop in any towns or villages along the way and check in the tavern or Jarl's longhouse to see if there are any bounties or tasks you can take on. Do those on your way across the map, and explore any interesting locations you come across while wandering.
This is why I don't personally use fast travel, because if I am given a quest in Winterhold that requires I go to Markarth and back again, it could all be over within half an hour if I fast travel. Because I travel everywhere on foot, the same quest takes me 4 days in real time, and I end up both getting new miscellaneous quests and completing existing ones along the way. A quest that sends you from Winterhold to Markarth and back again is only short because you make it so by your own play decisions.
Quoted for truth. Stop blaming game developers for how YOU choose to play their games.
And no, this style of play does not in fact
actually make the quests themselves longer. But it does make them
seem longer. Honestly, if you are using fast-travel (I use it between cities and towns only), stop using it for a few days. If you don't like it, not my problem. If you do, I promise you will never go back.
RAMBLING THOUGHTS:
I was actually thinking about the whole fast-travel issue just yesterday. I was finishing up a quest in the far north, and as the quest required me to travel back and forth between the nearest city and where this crazy hermit-scholar was working several times, I really got the sense of him being WAY out in the middle of nowhere! As I was walking through a blizzard on my way back to see him for the third or fourth time, I thought how cheated I would be of that feeling of working hard for this quest-- of doing everything that was asked of me AND trekking back and forth over the ice and through the storms-- and how much less sweet the reward would have been if I hadn't really worked for it.
Honestly I think fast-travel has done a lot of damage to these types of games. To be clear, I'm not asking them to take it out, as I DO in fact have the willpower to avoid it (just barely). I just feel like the option being there has hurt the gaming experience of players who just don't know any better. Unfortunately it is human nature to want things for nothing, and immediately if not sooner at that! Things we get easily are not valued as highly as things we worked hard to attain, however.