My advice is not to rush through the game with your first character, but rather enjoy it, see what the game has to offer and worry about speed runs on subsequent play throughs. The I realized that they had probably already played through the game a few times, or at least once, during beta, so knew how to play, what to do, where to go, and the quickest, most efficient way to do things that only really comes with experience (real experience, not xp ). I was astonished when I started a few days after the game went live for everyone at how fast people were able to get to the level cap.
What really makes you level a lot faster is having gone through the game once already. Some sidequests are not worth the effort, so give greater rewards than the effort required.
I suppose for leveling the fastest, it's not so much about skipping all sidequests, but more about picking and choosing which ones you'd like to do based on what the reward will be.