Playing a wizard can be very difficult, if you do it like I do. <img src="/ubbthreads/images/graemlins/biggrin.gif" alt="" />
I believe <img src="/ubbthreads/images/graemlins/div.gif" alt="" /> as a role playing game and do not rely on weapon, armor and strength when playing a wizard. Instead I stress mana to really great amount.
But: If you don´t want to have lots of problems like me play a "hybrid mage" who is also able to survive in melee combat.
be sure to not only use mage skills, but also use some survivor (curse!/Alchemy!) skills and some warrioir skills (maybe favorite weapon).
If you have any sprcific questions feel free to ask.