Some spoilers below:
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The following link should take you to one of the best walkthroughs for soloing I have found. Written like a 1st-person book, it gives you an idea of how to approach soloing.
http://members.rogers.com/mrkevvy/journal.html
If you are going to dual a Kensai to Mage, I've heard that switching over at level 9 or 13 works best (due to # of attacks). But I've also read that dualling a Berserker to mage is better at level 9 - you can wear some armor and use missile weapons.
HOWEVER, I really suggest soloing a multiclass theif/mage. You get a LOT of experience by opening locks and disarming traps. You also get to hide in shadows and backstab - very effective given the lack of combat skills of a mage. You CAN backstab with a staff.
I'm currently soloing an Elven Thief/Mage. After reading the walkthrough above I tried to get the Staff of Magi (in the Twisted Rune quest) ASAP. When equiped, you turn invisible. Add a cloak of non-detection and you can hide in shadows almost at will. Really makes things much easier. Plus that staff dispels magic when it hits (gets rid of pesky stoneskin and protection spells of rival mages).
Finally... I wouldn't advocate soloing if you don't have some experience in the game. Very hard to deal with some battles by yourself. I'm thoroughly enjoying my solo experience, but this is also my 4th run through the game. Good luck!