XP and GP
Neverwinter Nights tells a great story over the course of its four chapters, but that's just a nice setting for the role-playing genre's bread and butter: experience points and treasure. The walk-through that follows hits all the major plot points and quest goals, but it assumes you will wander around and explore the environs. There is so much treasure to find and so many monsters to kill, be sure you check every corner of every house and cave for interesting items and encounters.
The Henchmen
Though Neverwinter Nights is a single-character game, you'll want to take a henchman along with you. There are good times for every one of the available hirelings, although a few of them are much better choices most of the time.
Fighters should take Tomi or Linu for the majority of their travels. Linu can heal you, which is obviously helpful, and Tomi can open the chests you won't be able to bash open at low level. Even better, the rogue sneak attack bonus will do great wonders while you're in the fray taking all the damage.
Spellcasters should choose Daelan or Grimgnaw. They are both very powerful and will act as a sufficient damage sponge while you deal the pain from a safe distance. Moreover, many enhancement spells will make them even stronger. Cast Cat's Grace and Bull Strength on Grimgnaw and you can go loot chests while he clears out whole rooms. Mid- to high-level spellcasters won't need Tomi's rogue skills too often, because it's just so easy to open a chest with a fireball.
Rogues will also want Daelan or Grimgnaw, for the same reason a fighter would want Tomi. Let them get beat on while you sit back and do sneak attack damage with your bow.
Making a Party
Spellcasters have a significant advantage in one respect: They can actually create a party. With their ability to summon familiars coupled with the summoning spells, spellcasters can get a strong four-character party together with two summoned creatures and a henchman.
Serve It up Hotkey
One of your strongest weapons in the game isn't your +3 double-bladed axe, and it isn't your maximized fireball. It's your hotkey bank. Put your most important skills in the main hotkey group, then put secondary skills on the Shift and Ctrl hotkeys. Cycle your hotkeys out frequently as you learn new spells and abilities. There's no point having Flame Arrow when you could have Weird, or having 10 Cure Light Wounds potions on your primary hotkey bank when you're 15th level and fighting a lich. Update your hotkeys frequently, and let unused skills and items retire to the radial menu with dignity.