I said it before, I say it again; clean out every dungeon you find on your way. I'd advice being +/- L20 before continueing with the main quest. (Going to the monastery) At that moment you can eat a large chunk of the main quest without having to take any stops (Going into dungeons you come across might not be a bad idea, though) Get yourself a (partially) finished set before this. Northern Kings is really strong and can be found in the northrealm. My personal pick as one of the best sets out there. Loads of str, HP & blade/blunt. (wear magic rings/necklaces to balance it out)
If you want I can give you a few good locations of where to find the set items quite easily, but that'd be quite spoilerish.