when ever you master a class you get bonus skill points for each level you gain after you master the class. It's usually a good idea to master a class or two early one while you are low level to gain a lot of bonus points.
in general mage > all else as magic doesn't miss (though it is subject to bounce) but beyond that keep your speed up so you can hit people on the world map. a good route is mage into thief or thief into mage as you can get both magic and speed up.
Hp/def isn't very important, it will help you survive yes, but new equipment boosts def up plenty, as for hp I just get it when I play the cleric class as they get bonus hp and then when mastered more HP which is all the more HP you need.
going to fight a dangerous boss... use sleep on it, put it to sleep, and then strike and kill it
owning places are important but they will easily be stolen... it's not a bad idea to hang out near last to be the darkling to steal castles. (in general until near the end of the game owning towns is mostly pointless aside from some random events and pointless first place bragging rights early on)
speaking of castles you can invest in them and make the jewels they make worth more money (around 25% of what you invest) which when you give them to the king will result in permanent value that can't be stolen. This is great in combination with the alchemist class... as their level 2 skill will net you about 400k in gold each time you use it if you use it against a low level enemy and strike them next turn. Combine that with duplicating magic medicines (sell for half your current worth) and for the fun of it gambling at the casino... it's not uncommon for you to amass 20mill+ in about 10 weeks.
do the kings side quests, they give you permanent value as well.
I enjoy robing shops they can give you fun items if you win (well the magic and item shop... never rob a weapon shop it's just not worth it) the most interesting one from the item shop is the cunning disguise as that will let you rob from shops and if you fail pin the blame on someone else.