Wizard's Familiar
If you are capable of casting wizard spells and you have the spell summon familiar, then you can summon a familiar, put it in your backpack, export, make new game, import, and repeat. Even though you lost your familiar, you'll keep the extra HP and you won't lose constitution.

Submitted By: Zelc

Tear of Bhaal
At the end of the game, when you get the Tears of Bhaal, one of them will give you 15 additional hit points when placed in its socket in Hell. Simply export a character with the tear and keep importing him in front of the sockets where you put the tears in to continue getting hit points. Right now one of my fighters has 2598 hit points. Works pretty good.

Submitted By: Radnick13