A lot of surviving into the harder difficulties, as toxeus notes, and similar to Diablo, is being properly equipped. Later in the game, you're not going to sail through boss battles with a generic weapon and some armor you bought from a vendor. That said, a ranged character is a lot easier to get through the final battle in TQ first time around, whereupon you'll enter the expansion, which is much more challenging.
@Thrasher: I also loved my assassin in DII--a hotkeying nightmare at times, but much more involving to play, like driving a car with a stick shift
--but I've racked my brains to come up with something comparable in TQ--the rogue line might be closest. Most skill trees have some complexity and skill switching involved; probably most in the caster trees and a bit less in warfare and defense. I'd go with something that appeals to you after reading through the skills trees, and maybe pair it with either Dream or Nature for life support. (Nature has the Heart of Oak skill which is just like the druid skill in DIILOD, and adds extra life) If you enjoy the game, you'll probably be playing it eventually with more than one character.
@ Todd, yes, it's best to start out playing Immortal Throne and go straight through the game, because that way you get access to the powerful Dream skill tree, the extra act automatically, plus the advantage of having the caravan for extra storage and swapping between toons. But if the hack and slash is already getting to you, might not be your game.