Use the monsters in your current area to evaluate how strong you should be. Most bosses will be at least 5 levels higher than the strongest enemy in their dungeon.
Set every town you visit for the first time as a return point so you can just alk to the Portal Guide to change your return town. Additionally, be sure to keep Teleport Scrolls on you at all times, or better yet, TwoWay Scrolls.
TwoWay Scrolls are an addition to Zenonia that function similar to Diablo's Town Portal scrolls. When usinge a TwoWay, you are taken back to your return town, with a large, demonic portal right in the middle. Use them to bail yourself out of a dungeon when your equipment is breaking, if you run out of food, or if you cannot heal yourself. When you're ready to continue through the dungeon, return to your original spot through the portal.
Combine as often as possible, but don't go far out of your way to make any one piece of equipment. Don't refine until very late in the game.
Use the weapon/armor store rarely. Their wares are expensive, and probably inferior to anything you can find from monsters.
When training for a long time, dump a couple points into Fairy's Experience buff. There are guaranteed at least three points in passive skills that you can do without, and when coupled with a Nectarine, the combination can help you jump up levels quickly.
Elixirs of Stamina are great staples to any character's arsenal. At 400 gold a pop (buying in bulk), you can spam your skills to no end for almost no cost. Think about it: it only takes two enemies to recoup your investment in a potion. And how many enemies can you kill with a full bar of stamina? Lots, I'm sure.
Once you are far into the game, Origins of Life are the recommended choice of revival. The price of repairing your equipment, on top of the 5% penalty to cash will be far greater than the 2000 gold Origin. Make sure you have a healthy supply of them, in case your resolve goes south.