It's odd but levels 1- 20 mark my favourite playtime in Skyrim. Even in my D&D days I was never a power gamer and so Inormally get stuck into roleplaying straight out of Helgen as I've never been very good at levelling early and saving quests until higher levels. Unfortunately, this means that by the time my build is "complete", I've run out of things to do with the character.
Depends on the build I'm playing but typically I focus on combat skills. I'm also going to echo some other people here and say that levels 1 - 20 are also my favorites levels. sometimes I'll use a mod to slow leveling(sometimes to a crawl) for low level builds or just when I feel like I want things to go slower.
I usually play "clerics" that are basically pure mage builds - I usually give them some 1H skill, but just dagger for RP reasons. Levels 1-10 "don't count" for me for RP reasons, so I go around and collect all the spell tomes, relevant clothing, tons of alchemy ingredients and do a few of the caves/dungeons between Helgen/Falkreath/Riverwood. From 10-20, I start the RP relevant quests, hit up the mages guild and Winterhold for some stuff, power level alchemy and some spell skills and then I get very strict about RP'ing my play through somewhere between 15-20.
I'm thinking about turning down the difficulty to whatever the lowest setting is and then attempting a pure RP from level 1. We'll see how that works out.
Warriors or hybrids with warrior or stealth skills are usually a lot easier; I generally start RP'ing them right out of Helgen Keep.
Smithing is a guilty pleasure of mine, since I have a couple of mods that make grinding it slightly easier with Dwarven Bows (I have a mod that lets me smelt them for 2 Dwarven Ingots).
I've recently been getting into enchanting and alchemy. Alchemy is a lot easier to level with Salmon Roe now that I've found a couple ways to farm it. Enchanting is... a process. I've been to level 100 Enchanting once. And my character was like, level 50.
Just wanted to say thanks for the info. I hate the first 20 levels at 10 i got to do dawnguard which I hate.I like enchanting but smithing and alchemy are boring and I cant sit still. I think my characters have ADD. After 1 full play through and 3 characters above level 50 its RP time.