+ Before you start MC game make sure you know every skill point to be distributed later. It is very important to know in case you want to make it to Hell Difficulty. Take into account that melee characters won't live on Hell difficulty, so make sure you have characters with powerful ranged attacks. You can go here - http://www.d2items.com/skills.php to virtually calculate skills of your desired character.

If you are not into this far, you can take melee chars and complete only Normal Difficulty. Points should be distributed in another way then, because you don't need to "store them".

+ Make sure you have characters with "tanks" (assa shadows, amazon valkyrie, necromancers or druid crowds). You will need it greately on higher difficulty levels. By the way, a Necromancer with his skeletons is a long-living MC character and considered to be one of the easiest variants to play.

+ Select characters with absolutely different skills. Two fire sorceresses won't make it far. Try (if it is possible) to develop two main skills within each char (e.g. lighting + cold sorceress).

+ Make at least one character "an Item Finder" (with good MF percent). Let him open all sparkling chests and kill bosses if it is possible.

+ Pick up gold. You can use it later on gambling and merc equipping. Also keep small valuable items that you don't need to sell.

+ Don't waste identify scrolls. You may need them using on good items.

+ Collect and keep items (rings, amulets for example) with Life Regeneration ability. This can help you a lot in some situations.

+ Make sure you have enough bottles. If you are running low, you can turn back and find some. Don't let your life go lower than 40-45%. Use healing pots / spells to restore. Remember, it is better to use a pot than to make it anew.

+ Fighting act bosses make sure you have stamina / antifreeze / antiposion bottles. For example you will certainly need some stamina pots confronting Duriel.

+ Playing "casters" make sure your mana doesn't flow away too fast. Make your shots precisely.

+ Try to save your mercs during combat. They can be of a great help later.

+ Play always as one team! Help each other with right-in-place skills and don't go alone. Try to keep a short distance.

+ Play very carefully, don't make stupid acts. This is still a hardcore and you don't have all-good-items equipped.

+ Move very slowly on Hell Difficulty from the very 1st act. Try to kill as much easy monsters as you can to find good items and gain exp. Don't attack hard group of monsters if it is possible. It is unlikely they will drop better items than other monsters.