You can do them in any order you see fit, or wait till act 6. I have gone through a few times and I always have paper and pen handy to keep notes... yes, it looks like I am doing homework, but it helps me keep track of where I am. I tend to do one quest at a time, and when I get a new one in the middle of something else, I write it down and get to it when I am done. It is a matter of what works for you...
Enjoy!
By the way, it will seem like there are not enough quests the closer to the end you get!
------------------
I drank what?