I'm doing this...wandering around, doing exploration, ...no horse, just me walking.
If it's getting boring i always have some quest that i can do (oh and i still have to visit 4-5 cities for my first time).
I've completed the main quest, ended the civil war, completed the companions line, reformed the thieves guild and dark brotherhood. played 3 characters till lvl 40 ish, and explored a huge amount. That being said I still haven't seen the college of winterhold quests, been to any of the shrines of the divines, been to all of the way stones, done any daedric quests, seen half of the skill trees fully fleshed out, traveled with any companion, done more than 10 side quests, seen all the shouts or even BEEN to 2 of the cities in the game. There is too much to do to try and be a completist.
I have played as a warrior, a thief, and a dark magician... but I haven't even tried being a mage or a priest. But I am going to do all the achievments, play those 2 classes, finish the college questline, visit the wayshrines, and do the daedric quests. Once I have 100%'d the game and tried out every "class" I am going to start playing dead is dead.