One thing this game has a lot in common with Diablo is the trawl for good items, so repeating the game with your best loot and searching for more is always a good replay adder. If you copy the .inv and object files from one saved game to a new one, you'll "inherit" all the loot from your previous character, and you can really enjoy starting out with mithril armor, + to high level skills (a Demonic Aide really tears through the catacombs!) and sweet gear.
Swords and axes are plentiful enough that it's easy to get a good one of those early on, but spears and bows that are anything but crap are nearly impossible to come by, so shop Kroxy often to find some good ones. That way, you can enjoy being an amazon with a worthy enough weapon. Also, don't gobble up every spell book you find; those also make a good inheritance for a baby spell caster. A few Burning Wall books and you can make mincemeat out of just about anything.
I'd still be replaying if not for the bugs in the game; I can't seem to get a character which can save in the Dark Forest (or, recently, Verdistis), so I'm awaiting a patch, same as everybody else.