If you are enjoying the game I wouldn't be in a hurry to move on, unless you are planning to replay and would like to have some new stuff remaining for your next game.
Milking the wastelands for the sweet, sweet loot is essentially it's big use. Imp Chieftains drop very nice items, particularly mithril armor, and you can generate some very nice armor to "twink" your starting characters with, as mithril has no strength requirement. I'd bounce between Kroxy and an Imp Chieftain, Divine Deathing and ressurrecting the poor jerk, and then back and forth again. By the time I filled up the area with goodies to sell, Kroxy had gone on walkabout and refreshed his wares.
So consider doing the wastelands for a while if you're interested in starting over; you can get really nice items from doing so. It becomes much less dull with that incentive in mind.
