I like doing the quests in the old castle (headless skeleton and the chest). It is dodgy, you may have to save/load a bunch of times till you get it right without dying, but the XP reward is the best there. Kicks you a level and something up just like that, maybe even 2 levels.
And since velarion forest has some nice chests and runes you can easily steal, that's my preferred start of the game. Always
