A few tips:
Choose your battles wisely - hover your mouse over your adversaries and compare their level to yours and decide if it's a fight you should be attempting.
Right-click on your enemy to see their immunity's (or is it left-click) - that way you don't waste attempting attacks that your enemy is immune to.
Finesse characters are fairly overpowered. Get a good dual-wield thief with backstab and/or a ranger in the party.
Make good use of terrain to take advantage of height bonuses for rangers.
Think about the setup before engaging in a battle. Is the enemy drawing you into an area where they have an advantage? If so, turn the tables and draw them to you and get setup for it.