I was just thinking about this, because my current character has decided she doesn't want to follow my original plan. They are all different, with different priorities, and she's no exception. So, after some thought...
It will probably go CoW > Main Quest > Dawnguard > Dragonborn, though the last two might switch. Because:
She's done Dragon Rising, but has not gone to see the Greybeards yet. She's a Breton Mage, and she wasn't sure if she was Dragonborn material. She figured she should be able to hold her own in any fight if she was going to be some kind of a fabled hero. So, she went to the College of Winterhold. She's doing the CoW main questline there now, while also doing College-related and Winterhold sidequests. By the time she's done there, she will feel worthy of presenting herself to the Greybeards.
(Some of my characters are completely unimpressed by the Greybeards / Dragonborn thing, but this one is both impressed and humbled by it all.)
After visiting HH, she will dive into the main questline. She will definitely make note of it when the cultists appear, but what's happening here and now in Skyrim will take precedence.
Following the MQ, if I still feel momentum to continue her character (not all of them last) she'll either go to Solstheim, or check out Dawnguard. She's already talked to the Orc, but she's only had two vampire encounters, so she's having trouble buying into the whole "vampire menace" thing at this point. So, if she has more encounters that make her believe there really is a vamp threat, then she will probably go to Ft. Dawnguard because, again, what's happening at home in Skyrim will take precedence. If the vamp presence is still at a minimum, then off to Sostheim to check out the creepy masked freaks.
(This is all assuming she has the staying power and doesn't dig her heels in. Not long ago, I had a thief character that I had grand plans for. She made it as far as Riften, where she met a man, fell in love and decided she wanted to settle down and live a quiet life in Honeyside. She still turned out to be one of my best characters, but for entirely different reasons than I expected.)
Now, the side quests that pile up... Well, I tend to ignore them if I don't see a correlation to my "grand plans". Some I pick up on purpose - doing favors for the residents of Winterhold is good PR for the College, for example. When I have to travel across the map, I turn on all my journal items, check the map to see what's on the way, and whether or not it makes sense to do them. If not, then they just languish in my journal. After all the hours I've played this game, they no longer bother me.
And of course, some things can't be resisted. I took an early detour and got Sanguine Rose just because I wanted it. It's been helpful, as she doesn't use followers, and fire atronochs get boring after a while. Eventually she'll be able to summon the dremora without the staff, but for now it makes for nice backup.