If you feel like starting a new character, but you want to get him or her off the ground more quickly, head to the Arena after escaping the character generation sewer. The entire arena quest line will take you a few hours to beat if you've sharpened your fighting skills. In the process your character will probably gain several levels, and a good bit of gold to move around on some equipment upgrades before heading out to do some adventuring. Don't forget to check the Arena coffer on the way out. This is the best way to get a character into the mix quickly.