I tried jumping around from RL to RL, but then I figured if I just stayed on one (I chose Brogue), I could be really good and win. At first, I could barely get to level 10, then, with a few strategy adjustments, I made it to level 18. That's when I found out polymorphism does not transfer allied status. Polymorph-ed my Troll into a Golem. Poof, dead.
My deepest dive (and most recent) was mostly luck. Got 14 enchantment scrolls and beefed up my war-pike to +17, additional +4 because of excess strength. Breezed through until 17, had a few near deaths with revenants until I found a staff of firebolt, made it all the way to 21. Then I woke a tentacle horror, had to swim to safety, then got torched by a dragon. Ouch.
I guess the moral of my story is to just focus on one game, preferably a newbie friendly game, and try and learn all the little nuances the developer put in. For example, in Brogue, treasure rooms and scrolls of enchantment are the key to success. Never waste enchantments until you have a good weapon, use detect magic potions every other level, etc.