User blog comment:Arjen2/What First?/@comment-4057437-20120524054835

Get the Ebony Blade ASAP so you can fill it doing other Daedric quests. Then get the Black Star for an endless supply of grand souls.

Do the Companions first and become a Werewolf, for immunity to Vampirism and a very high resistance to the other diseases.

Work on your alchemy, enchanting and smithing.

Sneak, sneak, SNEAK! A high sneak skill is invaluable.