Sounds good so far! In a regular game, I use thieves as well. Like Radek said, the downside is there's no thieves guild until the second town. I try not to let that bother me too much
Don't be in a hurry to change classes, particularly for spellcasters. If at all possible, let them learn the level 7 spells in their native schools first... they can still be learned later, but it's *MUCH* trickier!
Keep on fighting, healing, and upgrading your equipment. And check it out, too... it will wear down over time and need to be repaired. If it breaks, it's gone...