For the first part of the game, I just do the quests as I get them. Then I go looking for the ones that don't come to you. I prefer to finish everything off before the end of chapter three (when you leave Athkatla for a while). If you wait until chapter six and do the sidequests after you've levelled up a bit, they can be harder, usually in that the game tends to dump a lot more liches in your road (argh).
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