My multiplayer party got pretty frustrated in Act 2. It seemed like there were too many options on where to go, but in fact we were getting our butts seriously kicked.
What fixed it for us was to get a level map. It doesn't spoil very much in the game, it just shows you what levels are associated with each general area. Now we have a rough idea of where to go, and we're enjoying the game a lot more.
Oh, and we ran into a major roadblock by not having anyone with the Scholar tag. We had to modify the binary save file to fix that one! But it works now.