Well depends on what skills you want to level. the easiest skill to level is acrobatics and Alchemy. Acrobatics is kind of useless and silly. Alchemy, you walk around town and open crates and take ingredients (break, wheat, flowers, etc.) and then use a mortor and pastel to create potions. not only will you level up from that you can also sell the potions and make and good fortune.
Combat wise i would suggest randomly roaming the woods, quests, guilds, or dungeons. Personally i would say go with guilds and dungeons, because with guilds you advance in ranks meaning good pay. some dungeons (like marauders) are very good in looting for armor and money. marauders are basically soldier bandits btw.
If you want to overall level up your character you either have to work alot on 1 skill or work on all of them.
I would recommend saving the main quest for last and just live in that world, do small quests, buy houses, and rank in the guilds.