It doesn't matter.
at the end of the main quest you can choose to live on or sacrifice yourself...
This means that there are a few different options.
- Run through the main quest, then do the sides.
- Take it easy, follow the path of the main quest but also do most of the side quests that don't take a lot of walking. (Remember you can fast travel!)
- Go from town to town, do every quest and do the main quest on the end.
Option 1 is just for finishing the game, it's a bit harder then the other options as you don't get the XP from other quests.
Option 2 would be the most common option, it gets you trough the game the best way. You level up a lot, you get companions and all the other good stuff...
Option 3 would be if you want to play trough the game with the best karma... since you can then sacrifice yourself in the end.