I'd like to start off by saying that the I've never finished the main quest, however I did take a Nord knight character into 40+ hours of gameplay. I finished the Arena, Fighter's Guild and Knights of the Nine.

I seriously want to do all the quests and guild quests on my new playthrough, but I'm torn on how to do it. Currently, I have three custom builds designed to do all three guild quests and appropriate DLC: Imperial/Redguard warrior (Grey Knight), Dark Elf thief/assassin (Crimsonblade) and Breton mage (Wizard) archetypes. However I've been tossing around the concept of creating a Dark Elf character to complete all the quests that would actually make some sense in terms of roleplaying. The basic setup I have so far is:

Birth-sign: Thief

Specialization: Combat

Attributes: Strength and Endurance

Skills: Alchemy, Destruction, Illusion, Blade, Sneak, Marksman, Light Armor

My main focus is creating a character that fits my concept of a dark hero that completes the main quest, and all the others, as opposed to an optimal build. I put some thought into stats, but my main focus is fun and roleplaying. The Dark Elf seems to me to be the one class that's best fit for this roleplaying model as they're good at everything without excelling in any one area. They're also the best race to use if you want to be a vampire and the fire resistance is the best and most useful defensive ability in the game in my opinion.

I'm really just looking for tips and suggestions on how I should proceed. There are pro's and con's to both methods. If I play three characters (one at a time, not at the same time) I can focus on each path, which makes it far easier to RP, but a single character would allow me to avoid the frustration and tediousness of doing the same quests again.