The only class that can use range weapons from birth is the Rogue.
One of the easiest way to build up levels in the beginning game is for a Rogue to stand on a rock and use throwing knives at opponents. Very rare damage is taken only when some rare range weapon using mobs should show up.
Then, when sufficient levels and skills are built up, we venture into the sewers (which are very simple to get through) and the theatre. Now the heaviest battles occurs on the theatre proper:
The most efficient way to do this is with range weapons. Very little damage is taken when properly positioned in the stairs doorway. Quite simple to pick off the majority of the mobs including the war troll.2 - Auditorium Battle
Here you’ll face several goblins, including a pair of goblin mages and a ballista goblin, plus a war troll. This seems like a tough battle, but there are a couple of tricks. First off, none of the enemies will chase you up the stairs (at Exit C), and only rarely will one even go through the doorway to the stairs. That means you have a safe spot where you can regroup and save, and so it's easy enough to use hit-and-run tactics to defeat the goblins. Just start at the stairs, run into the auditorium to do a little damage, and then run back to the stairs to heal.
Once you've killed the mages, be sure to loot the items they drop. One should drop the theater key, which will allow you to open up all of the locked doors in the theater. Then, with the mages out of the way, climb up onto the stage (#3) and kill the ballista goblin there. (To get onto the stage, first face it and then press the SPACEBAR to jump.) The regular goblins and the war troll won't be able to follow you there, and so you can just sit there at your leisure and pick them off with ranged attacks. The troll will take a while, but you should get over 20,000 experience for killing it.
Any melee based fighter is s.o.l. Magic based characters must wait for mana replenishment leaving the Rogue to rule.
I would hazard a guess that the pure fighter class has the most difficult time until after he advances to his next class. Especially since he has to rely on vendors to identify all the loot he/she has lugged over to him.