Huh, I was just having this problem.
Recently I started cycling through my main Oblivion characters since Aemelia is finally a "real" character that I can play. I would play each one for ten levels then move on to the next one and see how much I could accomplish. Well...I guess you can say I accomplished quite a bit, but the plan was when everyone hit level 20 they were supposed to do their parts in the main quest (Elise would take Martin to Weynon Priory ASAP and ignore Kvatch, Yannick would only close the gate then leave, Aemellia would free Kvatch but ignore Martin). So, I guess I'm having a bit of a problem actually managing what they do.
Elise managed to do quite a few quests and improved most of her magic skills to a high level, with three at the Expert level. She joined the Order of Virtuous Blood, got Audens Avidius locked up and eventually killed him, killed Agamir, got seven statues for Umbacano, got Mehrunes Razor...she goes up 10 levels before I feel like I'm done with her and she STILL has more to do. So far she's found the rest of the Ayleid statues, made a second trip to Moranda to get a carving, helped Llevana kill Ulrich, found a few lost items and returned them to their owners...and she's already in level 23. She was supposed to start the Main Quest as soon as I got back to her. And she was supposed to get a few Daedric Artefacts so her Daedric binge later on doesn't take longer than it needs to.
Yannick is more moderate, in spite of leveling as quickly as everyone else. Aside from a few errands he really hasn't done much outside of the Mages Guild. I was gong to have him do the Blood and Mud questline included in Better Cities, but I couldn't think of a good reason for him to sleep on a filthy hoker bed. When I did figure out an excuse (give him the book necessary to move the quest along through the console, since he did steal things from the guy that gives it to you and i figure the book couldn't possibly have materialized out of nothing) I couldn't get the second quest started most likely due to console-fu and went back to an earlier save. He's a courier, too, so he has a lot time not doing much of anything aside from running around delivering packages. I guess that's an accomplishment, since he's had several promotions. He can't really get into the Arcane University yet, since a mod I installed keeps you from it until you're apprentice in all the schools of magic and Yannick only uses Destruction, Alteration, Alchemy, and Mysticism. Restoration and Conjuration were easy since they each only needed 5 skill increases. Illusion's going to be a pain. Kud-Ei's been helpful as a tutor, though.
Aemelia....Dear god Aemelia. She really hasn't gotten much done, but she leveled up pretty quickly. She did one or two Fighter's guild quests and stopped the Gang in Anvil. That's it. Which is a good thing since her original save got cancer and I had to restart her from level 18. Nothing of value was lost and console commands came to the rescue. She's supposed to do Knights of the Nine eventually but even with her not doing much I don't see her starting that any time soon. I think I might drop the Fighters Guild with her, too. I think she'd be all for helping Mazoga out once she actually makes it out of Anvil, though. She still has much potential but [censored] does she level fast.
And I thought Elise was taking her sweet time. 0_0