Dual wielding is the most effective melee technique in DKS / D2:DC (in the original release there was debate whether dual wielding or two handed was better).
Mages should dual wield one handed weapons with the largest magic damage bonus (and/or enchantment) available.
Early in the game a bow can help a mage conserve mana, and a warrior draw opponents in, rather than rushing into the middle of a group (which helps even more than getting a little extra damage).
Rangers are very effective. While I don't normally bother with temporary boost skills, when it becomes available, Way of the Ranger makes normal attacks do significantly more damage, and increases the effective range of the Splitting Arrows skill (which, even without the boost, at close range is a die button for normal opponents, and helps a lot with close to mid range groups).class question!
(mage advice and links to related topics)Stat Point Distribution: What's the best way?
(for a mage)Dragon Knight Saga FAQ/Guide
In general, if you mindread first, then combat and delay turning in quests as long as feasible, it will maximize experience. It isn't necessary to do so, however (it can help with levelling early in the game), and you'll need to turn in at least a few quests to be able to survive combat.
If you start dying a lot, there is probably another area you can explore first, non-combat quests you can do, or a change of tactics or an upgrade of equipment or skills could help.
I'll second the advice about not hording malachite gems, especially if you quicksave at malachite veins (or turning in certain quests in the FoV section of the game) and reload to try to get 2 or 3 gems from each. I ended DKS with 65 malachite gems (38 from FoV quests), using 2 for level 10 healing aura enchantments and 2 for a quest.
Periodic saves are a good idea, especially before entering new areas, etc.
There aren't any timed quests (that I recall), so even if you are urged to do something, feel free to delay. In general the main plot quests should be obvious, and it is better to do the side quests and explore before advancing main plot quests.
There are a couple cases where NPCs are looking for items or information; generally it is better if you check out such things yourself first, before turning in the related quest to the NPC.
The Healing skill (at level 15) is handy, but you probably only need level 1. There are a couple other skills like that (such as Evade) where the first level is good, but additional levels have less of an effect per skill point, so it may not make sense to boost further if it isn't integral to the character build. Others should be boosted as soon as possible (like Ranger Stealth and Ranger Strength for an archer, or IMO Lockpick for any character). Mana Efficiency is also useful for any character.
When available, the creature is more aggressive, helpful and gets in the way less with a mage head, or (less so) a ranger head. Some people that play ranged characters like the warrior head for the creature (for the Fatality skill), but I found he sometimes just ran off after a ranged opponent and attracted attention from opponents that were otherwise not involved in the fight yet (though that mostly affects large areas with spread out groups of opponents). Even before you can upgrade the head, though, the creature is easily a net benefit.