Contains spoilers!!!
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Im trying to think of all the quests (not your npc quests like jahieras) that you can do before heading off to the asylum. Ive made a list and add all the ones that i didn't put in and where to go to start them.

Nalia's keep
firkraags challenge
renal bloodscalp
cult of unseeing eye
helms quests
radiant heart quests
umar hills
planar sphere trademeet and druid grove
skin murders
Kangaxx quest
rogue stone to shangalaars place
Im doing this so i can get the max amount of exp before leaving, and i want to do all the ones their are (not npc quests) with my new game.

Until now i did them all, but you may find yourself at your max level pretty soon in the game that way I think. Especially if you most of the time play with a small party.

There's a secret department with mind flayers in the Sewers that can only be opened with a key you can obtain from Firkraag's dungeon. ;)

Minor spoiler
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Yes, you will get a sewer key from firkraag's dungeon. You will be able to use it at a secret door in the sewers at the temple district.
You will find the hammer of thunderbolts there which is a part of a very strong weapon named "crom faeyr".

whats the diff between the rogue stone quest and the kangaxx. I thought they were the same thing?