You may want to just do the main quest after a certain point (maybe the point you're at?) for role-playing reasons - ie you're told you have to go save the world and you decide to go check out some random bandit caves
. However you can pretty much do it however you like. There are a couple of occasions where it's a good idea to do a specific quest as soon as you get it, but no imperative.
You can do the expansions whenever you like, before or after you finish the main quest. In fact you can do quests from the original game after you finish the main quest as well - it doesn't end at all. You may want to install tribunal reasonably early though because it adds some useful features, for example with your journal. You may not be tough enough to do the expansions if you install them too early however, as they are quite a bit harder than the original.