So far I have been doing it in this order: Portland, Monteville, Inselburg, Darenbam, Baraz-Gund, Tristem, Dragandor, Sandy/Bear Butte (seemed the same difficulty at this point), Atrixus, and now I am tormenting the amazons.
Sure takes some porting between islands, due to the nature of the quests. I think we got a bit spoiled by KBAP's linear quests. These ones here need you to think a little, and expect you to be a bit more involved in them, especially since, the way it looks, there are 50+ more quests in KBDS than there were in KBAP. I love the porting here and there - while it takes away the "find the fastest route" game option, it makes for much less punishable game experience if you miss something. Keeping in mind the game is 100+ hours a play-through, I can only smile at this addition.
Also make sure you check the map guards. Some are in places that allow you to kite them just enough to steal the map they are guarding. It never hurts to open a new area
EDIT: they really need to make your summoned units a bit smarter. My summons have adopted a hobby: seek out traps and fall in them
