I can give you a few very solid pointers:
Stage 1: Getting to the Tower.
The early game isn't difficult. Rush the opening until you can access the elf city. You shouldn't need to grind much, just blitz with whatever equipment you find on the ground.
In the elf city, find the druid hall and do the meteorite quest. By far the fastest way to access the dwarven city. Ogres at this point in the game might be a real threat, but they aren't that hard.
Once you have the meteorite, go to the worker's guild. Cough up the 200, go into the alleyway in the dwarf city, and voila. You can now access the Tower of Dreams whenever you like from the comfort of the mansion.
The Tower is your path to godhood. Possibly literally- I've seen this plot several times before, and would be willing to bet actual money that I'm seeing it again.
Once you have the tower, it's time to crack it in half by knowing a few little tricks:
1- The L3 leadership skill, Intimidating Presence, is amazing. It lets you automatically win a (non-boss) encounter without actually having to do any fighting. As far as I can tell, you get full xp, material rewards, and captives. All for some mana and a couple clicks of the mouse.
There are no boss encounters in the Tower as of right now.
2- You can couple this with the Caster class special ability (recover 10% of MP after combat) to regenerate more mana than it costs to Intimidate.
What this means is essentially the *only* limit to how fast you can travel the Tower is your Stamina. Which you can only regenerate by resting, but since you're at home, you don't get those annoying dungeon events.
3- Captives from the Tower are stored in the Tower until you recruit or enslave them. After a bit of grinding for resources and levels... I've gotten to over 30 captives in storage. These will be very useful in completing the advanced slave requests for huge income, upgrading the factors of characters you give a damn about, and acquiring rare races with useful abilities (wolfkin hunting bonuses to harvest bones and leather, dryads to harvest crops).
Do the special slave requests. They give so much money, which you will absolutely need for enchanting.
4- Remember: laborers don't have to actually labor in the mansion. You can send teams of them to other places to collect resources, without having to build farms for those resources. Particularly worth noting: ancient bones in Crystaldepths, thick leather and magic/iron wood in leafshade, and two normal leather nodes in Stonevale.
5- Buy dragonkin as you get the opportunity. You can stick them in the elf, dwarf, beast, and empire cities and have them work as livestock to produce dragon scales and with high enough growth factor, other materials. But more important than that, it means you can check those markets without having to travel, allowing you steady access to various materials you otherwise might have to jump a lot of hoops to get.
Now, for actual combat:
Collect junk at first. Once you've unlocked mithril, start crafting your own gear (and tools). That, obsidian, dragon scale, and magic cloth will be your equipment until reaching the current endgame. I've yet to feel the need to tryhard into adamantite and ethereal cloth, myself.
I like seraph for a starting character. Flight is useful for some dungeon challenges, and +40% hp.
Cali is remarkably useful. Sturdy is really good, and her heirloom sword competes with mithril.
Zephyra and Aire both have a lot to offer as well. Aire's unique bow, much like Cali's sword, holds up until you're ready to start transitioning from mithril/magic cloth to true endgame materials.
Lilia's also good, but that's mostly the +25 evasion of the fairy race.
Blind is very powerful, invest some dark magic.
Ninja is an insanely good class. Converting magic resist into evasion? There is no build this won't give a massive survivability buff to.
As is the recently added (and thus subject to probable change) shieldbearer class. Giving bonus attacks whenever the character is attacked? So unfair.
My final permanent combat character is Kuro. Her special spell is busted and can easily out-damage any two other characters. Before factoring in the random status afflictions.
Enchanting:
First- did you know you can use really cheap junk to upgrade equipment? Only make enough high end gear to cover your needs. Make the rest of them out of wood, stone, and cotton. Then sacrifice the cheap shit to push the good stuff to legendary value.
Second- remember all those slave requests I told you to do? You will now spend that money on enchanting gear. Spell mastery and sharpness/penetration are your main weapon buffs. Nimbleness, vampirism, and some blend of carapace and commander for armor and shields. Don't forget to get the 'strong arm' upgrade from the body mod shop.
This should result in a team which can tank, dodge-tank, and dish out damage at frankly unfair levels.
Don't bother with treasure hunt or exp boost on your main gear, but absolutely put them on a 'Tower Set' that you will then use with Intimidating Presence+Caster Mana Loop to push the Tower hard. Note: you don't need to use high quality materials for the tower set, since Intimidating Presence means you never actually fight anything in it, unless you want to (maybe to complete guild missions).
That's how you optimize the fun out of the game.