500 saves, 3rd playthough and counting.
CommonSenseTip: Make a new save after passing through into a new zone in combat areas such as bandit forts, etc. Also do it when you're about to enchant/smith, in case you bollocks up your maths and waste too much money.
ProTip: Currently horse physics is messed, so exploit it! Your horse can run up anything up to a 90 degree slope, as long as it has some form of continuity to it. As long as there's a bridging surface, you can progress up from the floor to the almost-wall in the width of one horse leg.
With enough determination you can climb up The Throat of The World horseback in almost a straight line from Whiterun, just dodging sheer flat cliff faces.