Since a lot of people seem to be filling up their graveyards I figured we could share some of our tactics.

I'll start with the few I've been using in the last 3 characters.

1. It's pretty obvious but you don't need to fight to the death, you can retreat, rest and try again.
2. Retreating is easier with abilities like Charge or Blink. Confusion or Hallucination can make the enemy move in another direction but not as reliable as the other two. So save some ST to use them.
3. Ranged units, like the bandit with a gun has little health (20?) I usually kill them with after landing 2-3 throws of throwing knives even with 0 skill in throwing.
4. Ice abilities can freeze water, and most of the time the enemies standing on it.
5. Quest NPCs can be free meat shields but they are not as strong as the 300 gold Mercenary. Anyway getting one or two of these is not hard.
6. If the Deep Hunter is giving you trouble you should know his lightning has the same limitations as yours, it can't hit you unless you're North, Northeast, East, Southeast,South or Southwest of him, so position yourself and throw some knives or fire a few shots to soften him.
7. Return Pad ($500) they are cheaper than a limb replacement and can save your life countless times, make sure to set the first one near a hospital, to get there before your severed limbs get spoiled. You can have more than one of these and set them at different points in the map.

Something else to keep in mind:

Keeping 2 or more limbs that can hold weapons is a good idea because digging tools seem to be two-handed, I've only found a shovel and pickaxe so far. If you have 3 limbs, an example would be: two right arms and a left arm, you can hold a two-handed weapon like a greatsword and a offhand weapon like a Lantern Shield or torch.

I prefer blade weapons because they can cut off limbs that can be used as replacement or food, also katanas and greatwords are not hard to get.

I'll add some of my own here:

• The Murderer by far has the easiest start with the highest strength. The Fool is the hardest. 
• Akk-Lune, the NPC who starts right beside you, sells explosives and healing items. Make sure to sell gear and buy these if you're having trouble in the first dungeon. 
• New abilities can be gained through random drops (The Deep Hunter is guaranteed to have a book) or via the Book Merchant in the Ensis Stronghold.
• Shields give you the ability to topple enemies, making them unable to move and dealing damage. Offhand items like the Trident Dagger can also give you a Double Strike ability. 
• Weapon skills are fairly easy to get to level 1, so if you find a nice weapon but lack the skill, keep swinging it until it improves. 
• Eating Irradiated Corpses or drinking Mysterious Liquids causes your radiation to increase, which can get you some pretty sweet mutations. Genetic Reassemblers can cure up to 2 random ones.  
• Many towns have cellars in houses filled with all sorts of goodies. 
• If you're having trouble finding a Mysterious Liquid for Ka-Nil's quest, one is granted as a quest reward in the Ensis Stronghold. (Beside the Book merchant)
• The Prisoner Inhibitor can be removed without taking off your leg. Follow the main quest to get a much-needed increase in stats. 
• As with most roguelikes, try not to get surrounded. Lead enemies into corridors to take them on one at a time. 

thanks, hints much welcomed!