1) Take as many quests as possible and at the same time, try not to do quests one at a time. When entering a new area, find all the quests from NPC's first, before you start killing things.

2) A complementary group of 2 or 3 (such as tank + healer) is sometimes far better than solo'ing. Especially when a quest calls for "kill X amount of something". Use groups when they suit you. Leave a group when it bogs you down.

3) Play a Multi-Zone game. When you hit level 10 or so, its time to run to the nearest "other" starting area and do the quests there. You will do them fast, and get exp for all the kills (as long as they are colored green to you) Doing a load of quests 3-5 levels beneath you really racks up EXP fast.

4) Green quests are your friends! These are quests that are 2-3 levels beneath you. When I get a bunch of yellow colored quests, sometimes I'll just 'level grind' 2-3 levels, then power through the quests solo. It basically comes to this: If you are getting killed more than once doing a single quest, you are wasting time- its better to grind a level and do it later.