1. Have patience when determing abilities: When "rolling" the die to determine your character's ability have patience. You want the largest number you can get. A standard large number is an 86, but I have rolled a 92. One saturday after 120 rolls, I got a 102!
2. Alignment can make a difference: I have played many games, often my character was evil, or neutral, or chaotic. However, I have had the easiest game using a Lawful, Good, Woman, say a Paladin. Remember she needs to keep her charisma and reputation high.
3. Save Often: Not only should you save your game after every battle or major dialogue, I also recommend keeping several saved game files for each of your games. This will allow to backtrack several saves if you, for instance, find yourself in an area that is too dificult or you don't like how a subquest you are involved with is turning out. I usually have one save game from the beginning of the current chapter, one save game from the last safe area (e.g town) I was in, one save game from the beginning of the current area I'm working on, and then one or more in the current area. I often make temporary saves if I want to experiment somewhere but don't want my experiments as part of my main game.
4. Ranged Attacks: In Baldur's Gate ranged attacks are quite powerful. I recommend that most if not all your fighters have some sort of ranged attack available. You can usually take out quite a few of the enemy before they come into melee range. Ranged weapons are also useful in taking out enemies one at a time as I will explain in the next hint.
5. Take out enemies one at a time: A strategy I use for nearly all difficult battles I encounter is to take out the enemies one at a time. As you approach the area where the enemies are, take one step at a time. When a single enemy appears, stop and take him out either with ranged weapons or with melee weapons when it reaches your party. Once the enemy is dead, take another step forward until the next enemy appears. This way you will take out each of the enemies in the group six-on-one instead of being outnumbered. You can even save between enemies. This works well against normal enemies and NPC parties.
6. Leaving NPCs can be a risky business under any circumstances. I have left Xzar and Montaron in one game and they remain where I put them. If you edit them using any of the edit programs, they have a greater likelihood of disappearing. I left them just north of the bartender/innkeeper and they stayed.