I'm doing something similar. I'm not going to follow the quest lines and train and find random caves and dungeons. When I'm strong enough I'll wipe out as many redguards as possible and then escape, find a new town after letting my wanted level cool off and go to a new one. I'm going to massacre all of Hammerfell. Ideally in the end, the guards too and the towns and cities will be empty. Going to rogue and use the thieves guild and dark brotherhood to hide out. Eventually I'll shape-shift into a vampire and start breaking into houses at night with my lockpicking and stealth skill and kill the nigs living inside.