The ice island is nothing special, though good thieving skills help.
The ship quest is longer and tougher and I would bring all the magic arrows and fireball items you can afford. Also Haste and Invisibility are usefull. Non-magic weapons aren't going to cut it
Durlags Tower comes in two parts. Anyone who gets by the guards on the approach should have no problem with the top half of the tower. You also get some good easy loot.
The bottom half of the tower is a major quest. You will find all the special ammo you need in the tower. Don't forget to return to Ulgoth's Beard to return the stollen property! There are many more Xps to be had.