I've been working on this for the past five years. It depends on how many side stories you want and if they all involve your main Protagonist or Antagonist or if they are about supporting characters to help add depth.

J.R. Ward is a great one to read for this, but stick to her Brotherhood series. Her Fallen Angel Series isn't written in the same style.

What I always keep at the forefront of my mind is that you have a main storyline and everything has to connect to it. So for The Brotherhood, you might go off with one of the brothers and their woman but at some point in their story the Lessers are going to come knocking. Often times is that the chapter scene changes and shows you what is happening with the other brothers at the same time that forces them to call in the brother who is working on his own side story.

The side stories can take center stage for a while. The will they won't they, when is she going to tell him... when he is going to tell her... can seem to become the main story but in the background there is always a member of the Lessers waiting to pounce.

If your working on a series then the main story must be a long drawn out idea more than a plot. An idea that links everyone together while giving you room to delve into the side stories so you really care about these characters or hate them before you get to the last stand of the Lessers or the Brothers at the end of the book that pulls you through to the next one to find out say if the Blind King dies or not. LOL

The best way to describe it would be to say think about as a soap. Every character has their own life and ideas. But every character interacts and connects and it is in these interactions and connections that the real story is opened up and developed.