I don't fast travel, so usually when I get to a new town my inventory is full from things I pick up along my journey. I tend to make a bee line for the nearest weapon shop as soon as I get to the city to unload my inventory and ignore npcs standing in the roads looking to talk. Or when they have two NPCs arguing or engaging a conversation you're obviously supposed to eaves drop on, some times I just don't bother. I probably miss out on some quests, but most of the time I'm just not in the mood to listen to 5 npcs before I can walk 10 feet.
Oh and off topic, but I hate when the names of inns or taverns sound like weapon shops and vice versa. Haha some times it takes a fair bit of wandering to find that weapon shop.