There are party selection hotkeys in the full game, as well as screen movement and re-centre hotkeys, which were added after the demo was released.
Voices in the game were re-done, particularly the Death Knight's. I like the new voice better, but opinions on both vary widely (in any case it gets better as the game progresses).
The demo is the first level of an act that was designed to be linear, and unfortunately does not contain much variety in quests. There is enough to hint at the style and humour of the full game, however, and give you an idea of the interface and difficulty.
I am playing on tactical, have not used Battlefields to level up or attacked from sneak mode, and have not had many problems with difficulty. I've been quite stingy using skill points, and that has not hurt any.