In Oblivion, although with its own issues i had to look for quests and even though they didn't come as fluently as in Skyrim and with the best voice acting i would always have one-two things to do. In Skyrim its hard to keep your quest log clean unless you go refusing to do stuff for everyone who you would eventually be doing anyway.. so i can never define priorities because sometimes you get multiple urgent requests.
It not only detracts from the attention you may give to a single quest it also makes it feel like your doing a list of shores. Its my opinion..