To plan your zone exploring, give a look to there :
http://te4.org/wiki/ZoneUsually i do the following order and so far it has worked good for the characters i won with :
- racial/class special starting dungeon (excepted the The Deep Bellow when you're dwarf that i keep for when i'm at least level 8 )
- Trollmire (if you have no racial/class starting dungeon and so get into Trollmire first, you should avoid the lair level you get access to after killing Trollmire boss, and get back when you'll have 2 more levels in order to minimize the risk)
- Norgos Lair (alternate Norgos lair is a bit more difficult with many shivgoroth that shoot cold at you)
- Heart of Gloom
- Derth's arena
- go to trigger the Lumberjack Village
- Ruins of Kor'Pul
- Scintillating Caves
- Rhaloren Camp
- by then you should be able to trigger Unknown Tunnel
That's all for the early game dungeons, then next tier
- Old Forest
- Maze (if alternate maze , the ones with the huge holes, do the before, alt Maze has more difficult monsters than regular Maze)
- Sandworm Lair
- Golem Graveyard
- Hidden Compound
- Daikara
- Ruined Halfling Complex (sometime i do this one 1st before Daikara)
- Lake of Nur (if i run into something too strong in there i go to next before coming back)
- Ruined Dungeon
- Tempest Peak
- Dreadfell
mid dreadfell, if you think you're not high enough level , you can go back into Daikara and if you have some temporal resistance, do the Temporal Rift.
if you have done Lake of Nur, if you still think a level may help (gaining a level -always- help) you can try some Farportal in your fortress.
For some races that are not too crippled in experience gain , you may reach level 24 before Dreadfell, and so trigger the Dark Crypt, now that's something that can be very hard depending on the room configuration (and how good or weak your class/race combo is), as it's an optional dungeon, i recommend to only do this one if you know your character race/class combo is strong, losing a few lives in Dark Crypt can be very easy