It also helps if you just explore particular regions, and not worry about doing specific quests if you don't need/want to do them right away. Most of the time in D2:ED when I completed a quest objective it was not something I particularly set out to do (except stuff like small quests in the village at the start of the game where you knew right away where you needed to go, or quests late in the game where you have explored pretty much everywhere).
