Is this the part where the dragon escorts you to where Alduin has openned the portal, and there's a bunch of undead everywhere?
I played that part... by running through the entire thing, lol. I really couldn't be bothered killing each and every skeleton unless I had to, even though all my attacks would be instant kill.
The levelling makes sense up until a certain point. As others have pointed out already, Skyrim doesn't FORCE you to play as a combat-orientated character by making it impossibly hard to defeat. The level cap might need some adjusting though so you can't make an omnipotent character as we can now.
I farmed enchantment and smithing for my dragon armour, but Dragon Scale looks so ugly I don't even use it anymore. Weapon-wise I don't even need my Daedric daggers (even though they look cool and still do a shitload of damage) and would happily settle for Ebony or Glass. I also have to keep them unenchanted in order to be able to use Elemental Force when the situation calls for it.
With Enchanting and Smithing maxed out though, I pretty much created an invincible character in its own right:
-Rings and amulets to give high magical/elemental resistance
-Legendary/flawless armours and weapons (even light armours in my case) that gives you 300-500 armour that is plenty sufficient
-Lord stone, to give you even more damage resistance
Add that to one-hit sneak kills with Shadow Warrior.. and nothing will kill you before you can kill them.