I recommend caring flasks of alchemist's fire and acid, as well as smoke sticks, caltrops, oil, and sunrods. And some tindertwigs.

Alchemist's fire are great for throwing at strange things growling in the dark, acid is useful for getting around things, smokesticks are a great way to get instant concealment (ie, protection), caltrops can cover your exit, and sunrods work in wet places, and are cheaper to throw away than everburning torches (brighter, too). This works for like the first 7 levels. Also, you can spend a turn throwing alchemist's fire or acid instead of using a spell. The splash damage on them is quite nice.