I suggest not rushing from a quest to the next. That gets repetitive. Do other things too.
I started liking the game only after I completely disabled the Compass from the top of the screen. This made exploring and enemy avoiding much more interesting. It was brainless with the Compass.
The other thing is that I roleplay. This means doing stuff like going to a tavern just to get an ale. I've played the game about 60 hours and I'm only level 24. I'm not bored yet.
Edit: Too much fast travel use makes the game boring too.
Exactly.
The game is meant to be played without fast travel. You understand that as soon as you cease using it. The carriages next to the cities are there with purpose

It is kind of hint.
Without fasttravel Skyrim is much more interesting.
I also turned down the markers - all of them from the .ini file and that also halped a lot. But unfortunately due to the lack of any kind of journal it is sometimes difficult to find the right npc you need for your quest. I have a number of quests that were started before I turned down the markers that I can't complete because I dont remember where exactly the npc stands. The map just points you at the approximate location, the rest you need to do on yourown. And without markers the towns aren't that small at all. -)) Now I listen really careful when I am been given a quest. lol
Edit: I am at level 43, 77hours in the game and I haven't yet been to Riften and Solitude and another some dwemer city. I happened to be close to Solitude once (the terrain looks like slumps in that region, right?) I saw the Solitude farm, but decided not go further since I had no specific business in there... Also I want to see what the patch will bring.
Just started the main quest and took one of the sides in the war.

Edit2: When it gets repetetive, I just take a pause from it.