1. Companions is always first (even before talking to the Jarl of Whiterun).
2. Civil war always is completed before the main quest (my Redguard is in the Legion, I have a Nord that will be a stormcloak).
3. Dragonborn is after the mainquest.
Everything else sort of varies in between.
* My first Data I did the Thieves guild last (be me and my PC were bored).
* Usually I do the college of Winterhold before the Civil War but it doesn't really matter.
* I started dawnguard during the Civil War this time.
What about you all? Are you noticing any patterns in your play style?