I want to go to both places but haven't gone far enough to find out if I can do so. I know if I go to the Underdark I can't go to Sahuagin City, but if I go in the other order can I do both. Which way do you recommend?
Definitely go to sahaugin city - it is just a bonus with some good xp and items, it's not that hard, and you end up in the underdark just the same as if you take the portal