I'm still on my first go and i've only had troubles in:
illithid tunnels (underdark)
Shade Dragon and Firkraag
and sudaneesslearr(elven city chapter 7 cant spell it
)
i've stuck fairly rigidly to this party:
Me (class act fighter NEVER PANICKED IN THE GAME YET!!!)
Minsc (i find him really funny!)
Jaheira (class fighter who can cast majorly good spells)
Aerie (romance and amazing cleric/mage)
Anomen (pants fighter but can summon skeleton warriors)
Imoen (ok thief and reasonable mage) / Nalia (pants thief and i've seen better mages)