1.0 At the start of the game:
1.1 Race
Elf offers the best racial boni so go with that. Races are very marginally implemented in Dragon Age so there's not much else to say about it.
1.2 Abilities
Simply put all points into magic. Magic enhances the potency of all your spells and it also the only way to make them harder to resist. Yes, you could build a character with more mana or health and be able to cast more spells without quaffing a potion but you will have your spells resisted more often.
Besides, health and mana are gained for free everytime you level up, this is not true for spellpower.
The exception to this rule is possibly arcane warrior on nightmare where you might have to put some points into dexterity to be able to hit the bosses and such. Never ever put any points in strength though because with combat magic active your magic score determines your melee damage and while dex and str both contribute to your hit rate, dex also gives 1 defence per point.
1.3 Skills
You start with 1 rank in herbalism which is all you're ever going to need for the rest of the game. As your first skill I recommend picking either coercion or combat training. Coercion will give you better dialogue options that often result in more money and experience. It also provides a small bonus during your origin story, allowing you to keep a slightly better staff. Combat Tactics helps by reducing the chance to have your spells disrupted when taking damage and providing some mana regeneration. However, spells aren't as easily disrupted in this game as in say BG2 or IWD2 so you can postpone taking combat training somewhat. If you plan on becoming an arcane warrior I would advise maxing this skill by the time you start to actually fight.
After you have maxed both skills I'd go with survival because it allows you to see enemies on the map before they spot you which is very handy with area of effect spells. Survival also offers a small bonus to nature resistance. The other skills are kinda pointless.
1.4 Spells/Talents
You'll get Arcane Bolt for free plus two other picks at your leisure.
I recommend taking flame blast and Winter's Grasp. After that work towards Fireball and Cone of Cold in that order. I'll explain my reasoning for this in the Spell review section below.
2.0 A short walkthrough for quests that are important for mages:
2.1 Origin Story
In the Fade make sure to duel the Valor spirit and attack it afterwards for more xp. After you talk to the Sloth demon backtrack to the beginning to kill the wisps that respawn and during the fight with the final demon kill the wisps before killing him.
2.2 Ostagar
Killing the prisoner for his key and using coercion to get the elf messenger to give you the sword yields extra xp. You can buy a backpack both before and after leaving for the wilds.
2.3 Camp
The first time you go to camp make sure you bring 22,5 sovereigns and buy the tome of Arcane Technique from the dwarven merchant. After you leave and return, the tome (and anything else you bought) will respawn.
2.4 Circle Tower
I recommend going here straight away after leaving Lothering if you've got the nerve, otherwise do a couple of side-quests first to get better equipment. A big reason for doing the Tower asap are the 21 ability points you get for free. This is particularly handy for the +5 cunning you'll receive on top of the 11 you started with, for a total of 16 which is exactly enough to unlock tier 4 skills. You'll also find the best mage hat and trigger a random encounter that drops the best mage boots if you do the 'summoning sciences' quest.
2.5 The fade at Redcliffe Castle
Make sure to go into the fade yourself and negotiate with the demon. If you ask for arcane knowledge you'll unlock the bloodmage specialization for all playtroughs and once you have that unlocked you can reload and ask her for an upgrade to your talents, she'll give you a tome that you can use to get a spell.