I wanted to do all the quest-lines in the game, but didn't want to do them all on one character; I wanted to tailor four characters to do all the major quest-lines and in doing so allow me to cover the warrior/thief/mage archetypes. Here are the basics of the four characters I'll be playing:

Raul Drakesbane

Race: Nord

Class: Grey Knight

Specialization: Combat

Attributes: Endurance, Strength (Personality, Willpower, Speed)

Skills: Alteration, Armorer, Athletics, Blade, Block, Heavy Armor, Restoration

Birthsign: Warrior

Quests: Main Quest, Knights of the Nine, Fighters Guild, Arena

(Raul is my current character and obviously the archetypal hero. I also want to use him to link to Skyrim by having him as the ancestor of my Nord warrior in that game.)

Feanor Vladrass

Race: Dark Elf

Class: Crimsonblade

Specialization: Stealth

Attributes: Agility, Intelligence (Speed, Strength)

Skills: Alchemy, Acrobatics, Blade, Destruction, Illusion, Marksman, Sneak

Birthsign: Thief

Quests: Dark Brotherhood, Mehrune’s Razor, Shivering Isles, Vile Lair

(A classic assassin/vampire lord build. This will obviously be my evil playthrough)

Malkin Orlorian

Race: Breton

Class: Mage

Specialization: Magic

Attributes: Intelligence, Willpower (Personality, Endurance)

Skills: Alchemy, Alteration, Conjuration, Destruction, Illusion, Mysticism, Restoration

Birthsign: Mage

Quests: Mages Guild, Orrey, Wizard’s Tower

(Classic mage who's only concerned with magic and magic quests.)

Solomon Shade

Race: Redguard

Class: Shadowranger

Specialization: Combat

Attributes: Speed, Strength (Agility, Endurance)

Skills: Alchemy, Armorer, Athletics, Blade, Light Armor, Marksman, Sneak

Birthsign: Thief

Quests: Thieves Guild, Thieves Den

(This will be my hybrid build. I didn't want to do a traditional thief, since I'll get a lot of that with Feanor, and I really wanted to play a Reguard. This is basically a "ranger" with a bit of thief thrown in to the mix. I decided to give him a combat specialization since I felt that it made more sense, given the strength of a Redguard. )

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Given all this, would you guys suggest that I continue to focus on Raul, complete the main quest and all other quests for the plan I have for him, before I move on to the other characters? I'll only be doing the main quest with Raul, so the other characters won't have anything to do with the main story in terms of RP.