The Amazon
The Amazon is by far better with the bow or crossbow than any other character. Since you will probably be using range weapons, don't focus to many stats on vitality....you aren't planning to get hit are you? In my experiences with the Amazon, it is better to have a good spread of ability's instead of focusing on just one or two. Put at least two points in a skill that you plan to use regularly. You will probably want to attack the smaller characters while on of the Barbarian or Paladin fight with melee weapons agianst the bigger guys. You have the advantage of attacking from far away, use it!!! Don't let the enemy surround you, if you do, death is sure to follow. I try to stand close to a wall that way I have at least one side that no one can get too. Pick off the archers first, and the guys that raise the dead. Then get the smaller guys. If it isn't nailed down pick it up. You can sell it later and get some money for repairs.
Click here for the Amazon Skills.

The Necromacer
The Necromacer seems really cool at first. Hey, you can raise the dead. One problem I have with the Necromacer is that you have to kill something before you can raise the dead. Another is that it is hard to kill anything when the enemy is higher in level. Once you build up enough skills and levels however, the Necromacer can be a powerful character. Keep your distance from the enemy. Agian, a good spread of skills is required. Don't dump all of your skill points in to Raise Dead spell, try using curses as well. The Golem are certainly helpful but they are slow and sometimes get in the way. Overall, I found this character to be one of the weakest in the game, especially in the begining.
Click here for the Necromacer Skills.

The Barbarian
Hey, what can you say? He's a lean, mean, fighting machine. This guy can carry two weapons at the same time. But don't give him a bow, he's to slow. I liked a good quick one handed weapon(like a scimitar) and the throwing knives or axes. I could almost hit anything. Problem is that it can get expensive really quick to have knives on you, not to mention the space that they take up. Throw the knives early on while the enemy approaches you, then start bashing them with your sword. Even a normal attack is effective. Dump alot of your stat points into strength, dexterity, and vitality. He doesn't need much mana. I stuck to Strength and vitality for the most of the game. For skills, specialize in one weapon. But make sure you like that weapon before you do. There is no sense adding points to the sword skill if you like the mace skill. Since i liked the throwing daggers, I added a few points to throwing early on.
Click here for the Barbarian Skills.

The Sorceress
The Sorceress is a good character but she is weak, both in strength and health. She should keep her distance from all enemys and monsters. Be careful (I know its hard) not to specialize in only one category of spells. Keep a variety of spells but not to low. One problem is that some monsters are immune to magic. You actually have to do melee combat with these guys. Get the smaller guys first if possible. If playing multiplayer then pick off the small ones while everyone else kills the big guys. Keep a good one handed sword or a bow on you to kill the guys that are immune to magic. I prefered the lightning spells and the firebolt spell. But you may like others. This is one you will have to experiment with in order to find out what you like best. The hot keys(F1-F8) really help with this character.
Click here for the Sorceress Skills.

The Paladin
This is by far, my favorite character. The Paladin is not the strongest character but he is really good with a sword and a shield. Add to that the auras that he has and you can kill almost anything. I used the Prayer and Cleanser aura most of the game. The Fist of Heavens is also a very good "spell", especially when it is higher in levels. Zeal offers multiple attacks that can make killing the enemy much easier. I focused a lot of my skill points in Prayer and Zeal. My stats were poured into mana, vitality, and strength. I did add a few points to dexterity. When playing multiplayer games, the Paladins auras affect other characters as well. That alone has saved my hide on several occasions.
Click here for the Paladin Skills.