Well, I certainly advise you NOT to take them on the first time you can get to them (i.e. when Imoen has just been 'kidnapped'). Better wait 'til you've gained a couple of levels, because these guys can be pretty irritating for a low-level party.
And I second the thing about the thief. Try and kill him before he wanders off, because the Ring of Invisibility is very usefull (and if not used, you can sell for at least SOME money
)