Originally Posted by BillSeurer 
It's best to follow the natural flow of the story which indeed sends you to Redcliffe first and Denerim last. Yes, you *can* go anywhere but it is a story-driven game so following the story is usually the best idea.
I am reminded of a (serious!) walk-thru of Fallout 2 where the recommendation was to sneak into Navarro and get powered armor before going back and doing the rest of the game. Sigh.
Hah, that's actually why I recommend the Mage Tower - in addition to being easy, you get a lot of stuff there (won't specify due to spoilers).