Their are as mentioned saved games that will let you start almost where ever you want. But here's the thing, depending on your PC's spec's you can get mod's that will change the "vanilla" feel of almost all the quest lines.
For instance add these mod's to the Main quest and you really have a different feel.
http://www.nexusmods.com/skyrim/mods/17802/?
http://www.nexusmods.com/skyrim/mods/17416/? Read ^^ and you'll know why
http://www.nexusmods.com/skyrim/mods/3829/?
http://www.nexusmods.com/skyrim/mods/62894/?
http://www.nexusmods.com/skyrim/mods/18465/?
http://www.nexusmods.com/skyrim/mods/23906/?
and even if you aren't going to run play through Dawnguard, if it's installed
http://www.nexusmods.com/skyrim/mods/28235/?
Add in some like
Helgen Reborn, that add's more quest's and dungeons or Immersive Citizens or Immersive Creatures that add's in some new enemy types ( they are from previous TES games, just new to Skyrim) and Enemy Enhancer, that you can toggle to make them harder to kill. By adding things like these the game it self changes a little and things that were totally familar now aren't exactly anymore. You can, if you so choose, add in mod's that completely change the look of Skyrim to a Tropical jungle... or one that just add's more types of tree's and plants.
But it's your game....cruise through the Nexus and you can find mod's that change spiders in to pink bunnies... what you add to your game is up to you.
I played on 360 from release day to about 4 months ago when I got a pc that would play Skyrim... But I had a list of Mods to download that I had chosen to enhance my game and add those things that I had drooled over for 3 years.
My advice... start with http://www.nexusmods.com/skyrim/mods/top/?, read through them..The body and face texture mods are your preference.. The Unofficial patches fix things that really needed fixing...
Of course...have FUN!