Both Tribunal and Bloodmoon main quests can be approached at your leasure once installed. The Tribunal expansion will 'hit' you with a surprise early after installation but there's no need to rush into it if you don't want to. In fact, given the skill levels of some of the expansion baddies, it's probably best to hold off. Level 20 or so for Tribunal and 30-35 for Bloodmoon, but that differs from person to person.
There are still things to do and opportunities to be had in both Mournhold and Solstheim without tackling the main quests. Mournhold is where my characters go for a shopping holiday...
