My general strategy, before 1.0, was to just run through the first few levels while barely touching much of anything. Just get to the holy mountain, avoid the health and magic restock, grab a perk, and hop out.
Then I'd make my way to the ice caverns and, if I'd had some decent luck with perks, I'd head to the right and make the climb up the cliff face to that secret area. The gap between that and the lava lake, and the one between the shores of the lava lake, are just close enough that a carefully controlled hop can clear it.
With my perks and hopefully a lucky wand or two, I could start thoroughly scouring each level on the way back down, and making use of the health and recharge bonuses I'd left behind earlier (if necessary). If I had some really good kit (including some mobility stuff), I might even head out of the cave and over to the pyramid for some cash and potentially a neat wand or two that I could cannibalize back in the holy mountains.
With any luck, I'd have some form of digging that could get me through the holy mountain walls by this point, so I'd do that and carefully piece my way downwards while being able to backtrack and either grab heals or just fiddle with my wands a bit.
That was my standard routine for most runs, which was really sad because while it was highly effective it was also torturously slow and tedious.