Skyrim – walkthrough and progression.

I know one cheesy method (surprisingly, without using cheats) to max out all skills to 100, but it only works in the unpatched version. So, here's a step-by-step guide:
1. Complete the Hermeus Mora quest in the original game (not in Dragonborn).
2. Obtain the Oghma Infinium.
3. Buy a house that has a bookshelf.
4. With the Oghma Infinium in your inventory, activate the bookshelf (the window where you can place a book on the shelf, but also read it).
5. Read the "Oghma" and place it on the shelf (i.e., without exiting the "placing on the shelf" window).
6. Exit the "window".
7. Without reading, take it off the shelf, without entering the "window".
8. Repeat as many times as you like.

"+" and "-":
Plus - fast leveling and gaining experience.
Minus - all monsters adjust to the character's level.