Greeting folks. I just finished a play through of all three games and thought I'd share a few tips for anyone new to the game, as well as a unique issue I ran into in the Abyss that I've never seen anyone else mention.

1. After reading a ton of party build opinions, I recommend the following:

-Human Knight; Sword and Crown level up faster, but ultimately Rose is the best option with its unlimited levels and high level cleric spell access; get a Sword/Crown Knight up to 5.5mil then switch over to Rose

-Human White Mage; many people argue against a single class mage character, however, because they will level up much faster than multi-class, they will be able to affect monsters with higher magic resistance sooner (like many of the enchanted Draconians at the end of the game) and also do nearly twice the damage as a Figher/Mage with DBF; white mage for Globe of Invulnerability

-Qual Cleric/Ranger; lots of hit points, extra damage to large creatures and most importantly, access to early level mage spells like Mirror Image

-3x Qual Fighter/Red Mage; red mage for access to melee enhancement spells like Iron Skin

-Personally I say don't be tempted to make a Kender Cleric/Thief or a Fighter/Mage/Thief. I almost never backstabbed anyone (easier to just attack) and anything that needs to be lock picked can also be bashed or knocked. The only place where a Thief is required is the last optional dungeon in Death Knights. I made a mistaken of making a F/M/T and he ended up levels 17/17/20, while my F/M was 21/24, which makes a different with their ability to defeat magic resistance

2. Spells to use:
-Delayed Blast Fireball of course, but with the set up above, you will probably be able to kill most things with the single class mage but need to use two with the F/M characters
-Power Word Kill is VITAL for defeating Dark Wizards! This is the only way to one-hit them before they massacre your party with DBFs; make sure everyone has at least one or more of these memorized
-Dispel Magic is very useful for removing Mirror Image and Fire Shield from Dark Wizards and Vampire Mages, as well as several story events
-Resist Fire is vital for encounters with Dark Wizards and Enchanted Auraks (Hawkbluff and Flame Tower), make sure your cleric has 7x of these memorized
-Cone of Cold is another vital spell for defeating Enchanted Kapaks (green Draconians with innate Cold Shield) and also for quickly taking out hordes of Fire Elementals and Fire Giants in the last area; make sure everyone has a bunch of these
-Lightning Bolt is most useful in the under water segment and acts like a Fireball

3. Items:
-I recommend giving Dragonlance(s) to the Knight and Ranger, as well as Boots of Speed; if you carried over from DKK you should end up with a total of two sets towards the middle of this game
-Give swords/shields to your F/Ms; also give them Maces of Disruption if you have any; these are extremely useful in the Flame Tower for taking out the Flame Shadows!! Maces / Flails are also extremely useful for tackling Skeleton Warriors (doing far more damage than Long Swords or even the Dragonlances)
-Give your F/Ms Composite Long Bows or Fine Long Bows that you find; take all of your jewels and gems to the Gnome city, then cash them in and buy as many +2 arrows as you can (I ended up with about 300); these are extremely useful for taking out the Enchanted Kapaks!
-I imported from DKK and did not come with any enchanted Helms, so consider making new characters and stealing their equipment or waiting until you get to Kristophan (several hours in)
-The best AC I came up with was -21 (Solamnic Plate, Ring of Protection +4, Cloak of Protection +3, Helm +3, Shield +4, Boots of Speed), but of course its better to spread the wealth and even with an average of -10, I rarely got hit from a physical attack

4. My final party was Human Knight of Rose (Lvl 23), Human White Mage (Lvl 33), Qual F/M/T (Lvl 17/17/20), Qual F/M (Lvl 21/24), Qual Cleric/Range (Lvl 21/19), Kender Cleric/Thief (Lvl 23/27); the Kender was mostly dead weight and I should have dropped him at the beginning, toss up between Knight or Ranger being single most powerful; my mage was doing upwards of 145 damage with DBF, while my F/Ms got to mid 90s; I got every item except the Girdle of Giant Strength from the Kristophan tombs (don't use the rusted key first!!!); ended up with 2x Dragonlances (one from DKK), 2x Long Sword +4, Vorpal Long Sword and a few Maces of Disruption; the only things that really gave me trouble were casting PWK on Dark Wizards before they could DBF my party and dealing with the Enchanted Kapaks destroying my party with Cold Shields, since I neglected to bring enough bows with me

5. Lastly, the only place I got really stuck on was in the Abyss; I initially went due east into some ruined arch ways and fought some dragons.. however, after the first encounter, every single step I took resulted in another battle with 15+ dragons! I must have done this fight twenty times before I realized this was either a bug or punishment for going off the beaten path. Luckily I had an earlier save. When you enter the Abyss, make sure you save on one of the later letters and go straight for Raistlin (north and slightly east, inside a solid building)!!

Hope this helps someone!

Great tips, thank you.

I am now about halfway (New Aurim) in DQK and can use them, for example that there is one more magic shop to come with arrows.

DQK is rather harder than CoK and DKK, so I am happy to have two single-class mages for many high-level spells (as many Blasted Fireball or Power Words as possible, some of the other high-level ones are quite useless).

Some thoughts (even though I still haven't played the games):
* For Kinghts, it may not be a good idea to promote too early. In CoK, a Knight of the Sword/Rose will not get spells aboive 2nd level, so the promotion might not be worth it, unless you have an excess of experience you have no other use for. In DKoK, the Sword promotion is useful (you even get access to 6th level spells, including the only good healing spell), but there really isn't a benefit for going Rose, except maybe in terms of being able to command NPCs (and I don't know how useful that is in practice). IN DQoK, it may be wise to wait until you have enough XP to be level 16 as a Knight of the Rose before doing the final promotion.
* For mages, after a certain point, Red Mages level faster, making their DBF and Dispel Magic more effective at high XP totals, assuming you haven't hit a level cap. From what I hear, in DQoK, the level cap is high enough that it's not going to be reached, so there's an advantage throughout the game. (I've also heard that there's apparently a shop in DQoK that sells scrolls that allow you to learn spells of the wrong color?) Note that this sort of thing might not apply to the earlier games with lower level caps; better check the XP table in the manual.

That might be the reason why sometimes an enchanted bozak stands in the center of my DBF and does not get hurt a bit - there was just a calculation of the mage against the bozak's magic resistance and the mage lost. Could this be right?

Scrolls: that might be the temple in Kristophan. I did not know that also clerics have alignment restrictions on their spells (so far I never used cleric scrolls).

Overall solid recommendations, I do have a few different experiences:

Knights of the Rose: Commanding your NPC every battle is absolutely something I've come to value in the second and third games. I don't know what I'd do if I had NPCs charging in on some of these boss battles. Beyond that, I've had some characters get to Level 19 or so (albeit with the faster levelers missing some promotion opportunities), which is to say, never my Knight of the Rose. We know from the experience tables from Gold Box Companion that by Level 18 Knights have already capped all their stats except hit points--even Saving Throws and spells. Meanwhile there's not enough experience to get them to 14 by the end of DKK without grinding, if you don't grind you're a level or two behind in spell progress and saves for most of Dark Queen of Krynn. By the time you benefit from post-18 Knight, your Mages will be (rarely) hitting Beholders with DBF.

Backstab does fall off massively in usefulness from DKK to DQK to the point it becomes a liability, but that's after an equally massive uptick in usefulness in DKK, especially from the Kender's bludgeoning Hoopak. The triple class has more staying power if you can get past its mediocre HP. Especially considering in vanilla there's a Level 14 Fighter level limit for Qualinesti Elves.

Cone of Cold also one-shots Dark Wizards. I'm going to try Power Word Kill myself.

Your abyssal punishment was NOTHING compared to mine. I traversed probably an entire map wrap around in that state. It's dragons, Beholders, the sole appearance of Gas Spores pretty much everything you can think of until I wandered where I was supposed to go. Not a bug.