If you are a hard core LoW fan you will probably not find the following guidelines usefull. This is strickly for the noobs.
Plot quests. try to complete as many plot quests as possible at the beginning of the game and shift your attention to the regular quests later in the game. There is no reason to hurry with completing regular quests, sometimes it can even be a disadvantage. For example, if youre secret mission is to collect Arcana quests and you receive a plot quest early in the game giving you VPs for each Arcana quest you complete, then this is obviously the first quest you would want to complete in order to gather as many VPs as possible.
Mandatory quests. Save mandatory quests untill the end of the game when everybody wants to complete their last quests! This advice has one exception, namely when you can see that an opponent is ready to complete a plot quest at the beginning of the game. Stalling your opponent could set him back several victory points.
Buildings. Never buy buildings after the 6th round unless there are several VPs on it. Needless to say you will get the most out of your buildings if you buy them earlier in the game. Naturally, this does not apply for Larissa as her mission is to build as many buildings as possible. A good strategy for playing Larissa is to complete plot quests at the beginning of the game and let them dictate what kind of quests you should focus on for the rest of the game.
Quests. Try to combine quests instead of just focusing on the number of VPs you will receive. Look for quests that will give you a reward you can use to complete another quest. This tactic is a good way to recrute adventurers without having to assign agents and will give you more room to operate in.
Intrigue cards. Do not underestimate intrigue cards as they can often have a tremendous impact on the game. Steeling a single adventurer from your opponents or giving them a mandatory quest at the end of the game can often prevent them from completing their last quest which could lead to your victory.