On Ironman you can only save when exiting.
People have said here that they have already done expert ironman solos, so it is doable but depends on how much cheese/training you want to use.
If you like simple chars then you could go with a four person party of fighter, rogue, mage and priest. That way you would have all buffs and IMO the fighter and the rogue are the two best meleers in the game. You can get a couple of really nice swords for your fighter and you could also dual wield a sword with diamond eyes. And for the rogue I found that the best soltions are either dual thieves daggers or dual stilettos, depending on whether you want to go for damage or for critical strikes.
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