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I'm still working on my first playthrough as a Dwarf Noble. I'm sure most people are going to say that it doesn't matter, but what do you, makes the most sense for story progression in getting the treaties?
I did Lothering, Redcliffe, then went to the Circle tower before dealing with Connor. Went back to Redcliffe, finished that then went to the Dwarf Lands. I'm not at Denerim and haven't set foot into the Dalish realm yet, nor have I done the Urn quest. My party is level 14/15 at the moment.
Once i got to Denerim I started making potent lyrium potions and selling them to Gorim for 2.5 gold a piece. I made enough money to outfit my entire party with the best stuff I can find at the moment (Andruils Blessing, Spellward, Magisters Staff, Evon's Armor etc)
I'm torn between finished the Denerim part or doing the Urn now.
You should travel around and pick up quests and check out the vendors. Proceed with whichever quest sounds interesting. My favorite order is Tower, Redcliffe, Brecilian Forest, Orzamar. Next game I'll probably do Ozamar or part of it first to pick up Ohgren since I normally get him so late game and his stats are all jacked up.
The only things that really matter early on are getting the stat boosts at the tower and recruiting Wynne and Ohgren. Otherwise it doesn't matter but Denerim has a lot of little sidequests that are fun. Orzamar is too long and the Dalish is a bit short, though the area is large.
Orzammar is truly a long quest. I'd say so far its the longest I've done. (I thought the Fade/Tower was long but the entire Dwarf area + Deep Roads took me over 8 hours I'd say.)
My next playthroughs I'm almost sure I'm going to do the Tower first, just because of the stat boosts. That was seriously the low point of the game for me (The fade) But it wasn't that bad. The rest of the game makes up for it though.