I feel that the Dark Brotherhood is too short though. It takes all of 2 or 3 hours to finish the entire thing and the gold you receive at the end is nice, but really the armor isn't that good, the Blade of Woe isn't either, but with the Thieves Guild you get pretty good stuff. I would personally start the game and beat the Companions Questline, go on to beat the Dark Brotherhood, then the main storyline, then the Theives Guild. The Deadric Quests are fun and you get some good rewards (always side with the Daedric Price/Princesses), and you can find some other fun ones to do as well. The College of Winterhold is good if you're a mage, but I tend to find it as the least exciting of all the quest lines. The Stormcloaks vs the Imperial Leigon is also good to level up your character, but is just a lot of hack and slash sorta stuff, if that is what you're into.