I did as much quests as possible before heading to Red Mountain. Not that i was afraid Dagoth Uhr would kick my butt if i got there not leveled up enough, but i simply wanted to do as much as possible.
You see... once the mainquest is done, the drive to continue is gone. At least that's how i feel about it. I mean, why would i wanna run errands for the Imperial Guards, when my name is friggin Nerevarine ?
But with Tribunal i recaptured my drive to play, and it will only get better, Bloodmoon is coming.