I use roads for most of my characters too, but with some exception. My orsimers, and strong heavily armored warriors, usually don't care, taking a straight path. My Khajiit characters often stick to high ground. And my Argonians stay near the water ways whenever possible. Stealthy characters will often sneak and stay off the roads but keep them in sight and parallel them.
If my character dies it is often before 10th level, and rarely after 20th. Sabre cats, trolls, and bears are usually the cause of my demise and I give these creatures a wide berth. I also have to be very careful with chaurus and falmer bosses when adventuring underground.
Of course, if and when I get either Animal Allegiance or Kyne's Peace, I no longer worry about any of the aforementioned creatures except the falmer bosses.
Falmer. For some weirdo reason, I guess cause they killed me a bunch in my first playthrough, all my builds kinda approach them the same way. Stealth + bow, whether it's a warrior or a mage. I just don't like them. They are icky.
Above ground, sabre cats. Bears not so much, because they are not so fast and warn you first before they attack. Sabre cats do not warn you and they are fast.
Now, I tend to go around on horseback, lol, 1000 septims well spent people, especially with a mod that makes them essential (otherwise, they are bear, sabre cat, dragon, giant magnets). Though even default horses can outrun most roadside enemies if you use sprint judiciously.
The horses in Riften that you get for free runs off back to the stable when you dismount, not so great for a mounted combat build when you have to constantly chase down your horse, especially when the mod I use also makes them move faster. LOL. A purchased horse does not. When I do the Frost quest, I'll often use the free Riften horse to get me to the Black Briar lodge. I also have some sentimentality for Queen Alfsingr, the horse in Whiterun, so I tend to purchase her.
It was enough of a hassle, that the 1000 septims was worth it. LOL, besides if you don't fast travel, the horse in Whiterun is very convenient. Granted you can take the cart to Riften, but meh, I prefer to walk or ride there. You can also get horses for free in Solitude as well if you pick veggies.
Falmer are awful. Not so much by themselves, but when they're in a group! Yikes! Liar's Retreat! That's a doozy of a location if you don't plan right or are sent there at an early level. Shimmermist as well.