Luckily, most every city in the game is layered in such a way that the introductory part of the town is easily beaten, while the rest of it may potentially be out of reach difficulty-wise. In that respect, you can go just about anywhere you wish.New City is easy all over.
The vast majority of the top level of Munkharama is easy as well. The lower level can have some pretty nasty battles with cruds and Dark Forest Munk, but having the spell Fireball pretty much nullifies all of them.
Orkogre Castle can be tough if you are unlucky enough to be attacked by those Ashigaru, or Gorn Lords/Shamans. Otherwise, it's not too bad either.
Ukpyr's just filled with birds and ghosts, no biggie.
Nyctalinth is moderately difficult on the top level with T'Rang Keepers and Guarders, but the Church area can be quite difficult. The insects in there are mean, and I would recommend training before you take them on.
The Rattkin Ruins are tough, especially the back fourty and the Funhouse. The halls and forests are crawling with deadly Rattkin like Razuka, Ronin and Hunters. I would recommend having high skills and levels before venturing there.
The Dane Tower is cleanly separated into floors of ascending difficulty. Having the Silence spell nullifies the challenge up until you start fighting High Fathers near the top.
The City of Sky is way far ahead of where you are, and by the time you reach it, the mean fights in there will be no prob... same for the Isle of Crypts and for the Sea, which requires a jaunt through the difficult Rattkin Ruins to (legitimately) get the boat to sail it.
More than levels, I believe skills count as a true indicator of progress. Having 100 Sword, 100 Oratory etc... increases survivability a lot better than 3 more Strength. The extra life you get from levelling, however, cannot be replaced. If you're having trouble, smack some Bitterbugs around and get your skills up.
Take care of Gimli, now. He's my favorite character.
Chris