But i've developed this habbit of not really pursuing the MQ (at least for some time) for exactly that reason.
Not only in Skyrim, but in other RPGs i've played too. (FO3, NV, DA, Witcher 1+2 to name a few)
I believe it's somewhat dependent on your approach.
1-Many folks get their kicks from trying different classes, approaches and difficulty levels. They won't mind playing through the MQ several times in a different way...well aware that the outcome is going to be the same.
2-Others prefer exploring the world and side quests first and deliberately delay the MQ...well aware they don't want to play the same story again.
Personal opinion alert: Seeing as you basically can make any of the premade chars in Skyrim into anything you want to (Warrior/Mage/Thief), i chose category 2 on thisone.
Coz i know, as soon as i finish the MQ, Skyrim will be shelved.