Depends on what style / class / level you are at. If you are a low level character, hit, run and drink health or mana potions as needed. Another hint is to return to town often to restock, repair, sell extra gear etc.
It might be an idea to cast a Magic Door as soon as you enter a new dungeon level so you always have an escape route handy. As you progress, you will find tactics that work best for your character and fighting style.
Personally as a max level thief, I can just about kill anything without too much trouble
