I think you and I have had this conversation before.
I'd like to say that I've conquered this issue, as I'm currently at the second highest level I've ever been. I'll give you the same advice that I've been taking. The first is to simply play your characters as long as you can. Keep notes on them, if you can, and try to find what they're all merging to. For me, this was an assassin character.
At first, I embraced this. I trained nothing but those skills I thought essential to being my character. This was a mistake, for me anyways, because pure stealth is horrible early on in the game. I just... became my character, in a sense. I forged myself a dashing suit of iron armor and a trusty sword and shield. With that, I felt safe. I conquered Bleak Falls Barrow and even slayed a dragon. However, when confronted with the task of climbing the Throat of the World, I felt myself unprepared. I didn't even feel confident taking on a group of bandits. What was my inexperienced hand when matched against trained killers?
So I joined the Companions. Through them, I've actually gone toe-to-toe against
trolls. Even while I sat at my desk and thought "I can't kill a troll... it's a bloody
troll!", I gripped my controlled and pressed onward. To my amazement, armed with only a (now) steel sword, shield and the 'Fus' shout, I beat not one or two but six trolls in hand-to-hand combat. Granted, they were all 1v1 fights and I died a few times, it was also Master difficulty and a feat I didn't even think possible.
Anyways, long story short, now I'm a werewolf (I power I'm not keen on, but the power rush it gives to be able to maul people is a comfort) and the Hand of Skyrim is guiding me towards Riften. This is where I'll abandon my heavy armor and explore thieving and slowly move closer to my goal, an assassin.
Note that I haven't perked anything that isn't in my level 81 perk spread - so no heavy armor perks, but I've been slowly perking into stealth, archery, one handed, etc.
In closing, my advice to you is to find what you subconsciously want to play.
Then, make your perk spread. Make it full. Cover all your bases. For reference,
here is mine.
Then, play the game. Even if it doesn't feel like what you want, play the game. Trust in the Hand. That's what I call the natural progression of the game that slowly guides you to the places you want to go without you having to force your will upon the game. It sounds like some absolutely nonsense, but it's not.