Had a look through some online guides, they say the optimum levelling process is to take one major skill in each of the attributes, instead of all magic ones. Also to choose ones you can control easily.

This is so you can try to get 5/5/5 attribute points when levelling up, also so you can reach a higher level having major skills at a lower starting level.

Made a Breton Mage, with a major skill in each attribute, but I really don't see the point now. If I had the major skills in all the 7 magic skills, I would get 5 attribute points for willpower and intelligence as I level up (naturally through playing the game), then just put 2 into endurance (having trained one minor skill) and the rest into some of the others. Or just train minor skills in block/armorer/heavy to get the ten per level, this would get me 5/5/5.

I don't want to be ridiculously strong, but I want to be able to survive well at higher levels, how do most people do this?

The problem lies in the way that leveling up is triggered. You level up when you've raised any combination of Major Skills 10 times. At that point, your Attribute Bonuses are awarded based on all of your skill increases in that Attribute.

Let's say that you've got all of your Intelligence and Willpower skills as Majors. If you raise Alchemy (for instance) 10 times (easy to do), you will trigger the Level Up. There would then be no way to get any Attribute boosts to Willpower.

The idea of efficiently leveling, is to level up Minor Skills, to create more Attribute bonuses, because raising Minor Skills doesn't count towards the 10-skill-up tally.

The easiest way of approaching this, really, is to just put two or three lesser-used "filler" skills as Majors, making sure to have at least one good Ranged attack skill, one good Defensive skill, and one good close-combat skill as Majors. Use those skills, but don't spam them unnecessarily, and at the same time, develop a couple of fast-building Minor Skills (Sneak, Armorer, and Alchemy are good for this, depending on your character type.)

Really, how much do you want to micro-manage your skills? I spent several builds micro-managing to try and get the "highest possible" level. Meh. I didn't find it very rewarding to have a level 53 mage who could decimate entire cities, as opposed to a "humble" level 38 mage who could wipe out hoards of enemies. Nowadays, I just pick the skills I'm going to use for a character and play. I can take any build over level 35, which is enough to max out the levelled lists. After that you're not unlocking new content, just creating fewer challenges.

That said, here's the thing to realize. If you pick all 3 skills that are associated with an attribute you'll never level up with +5's. Say you pick alchemy, conjuration, mysticism (all the intelligence skills). If you only level up those skills, you'll get a single +5 in intelligence, but not in any other attribute. If you level even one major skill besides those 3, you can only get a +3 or +4.

So my rule of thumb is to always leave at least 1 minor skill for any attribute.

If I'm building a mage, I might pick conjuration and mysticism as majors, leave alchemy as a minor, for example. If I take restoration and destruction as majors, I'll leave alteration as a minor. That way I always have at least 1 skill that I can train if I feel the need to get a better multiplier.

With the level scaling in this game, optimizing your character level is really academic.

I stopped worrying about what level my character is and just worried if I had the skills to accomplish what I needed.

Heh, if all else fails you could always have your mage spend a few days in jail, so his/her major abilities degrade. Provided you haven't maxed out every single attribute, that's an easy way to make up for past "leveling up" mistakes.

Done that, too. Heh. Funny thing when you do feel like wiping out a city... they throw you in jail for a long time

Hmm I guess I won't worry to much then. I got my first level up 5 will / 5 endurance / 2 int, should have went for 5 agility. I suppose it doesn't matter to much in the long run though.

Since 1.5 is out for skyrim yesterday I'll probably go back to that for a bit.

As glargg says, it's mostly about avoiding premature level-ups, as they strengthen your enemies.

There are a few skills where the perks are significant, so the initial level increase from making them a major really helps. I'd count Armorer (for the ability to repair magical equipment) and Mysticism (ability to soul-trap) among them for any weapon-wielder. If your mage is a purist spell-caster, then those don't apply. An Atronach is going to need to use Alchemy early on, so making it a major makes the Restore Magicka effect more available. Other mage builds may also benefit from that.