1. Yeah, Guild Wars is much better. I'm playing from Malaysia and my ping times are generally 400ms, but it's a lot more unnoticeable in Guild Wars than it was in Diablo or Diablo 2 for me. It only really lags when there's something wrong with my ISP or if I'm downloading a bunch of stuff while I'm trying to play.
2. There's some 'power game strats' available at
www.guild-hall.net but they're just based on the playing styles of whoever wrote them. There's no real 'powergaming' strategy at this point because everyone I've come across had their own methods of playing the game.
It's really a matter of trial and error. Each class basically has 75 skills available to it, and each character consists of 2 classes, so that's 150 skills available for you to choose from. Your skill belt is limited to 8 (or 9 if you use an amulet for the duration of the mission, I think? I'm nto really sure) skills so you have to figure out through trial and error which skills work best with each other. Some skills might be really poor combinations, for example having a character who's a ranger with marksmanship and a warrior with swordsmanship would probably be a real waste of skillpoints, whereas a warrior with swordsmanship and the ranger's wilderness survival skill would be much more useful because he can dodge attacks and poison his weapon.
When your create your character you should first get some general idea of what character you'd like to play. A necromancer who summons the undead and heals his allies, a warrior who jumps into the fray and uses magic to harden his skin or add damage to his weapons, a ranger who picks his enemies off with the use of his bow and is able to support his allies with healing, and so forth.
Personally, I like a ranger who can pick off enemies at a distance and stun the fuck out of them. For that, I use a Ranger specialized in marksmanship subclassed with an Elementalist with air elemental magic.
You needn't worry about where to spend your stat points either, because can retrain your stat points however you see fit. You can 'retrain' 1 stat point for every 250 xp (just a couple of monsters) you kill.
Here's an example of the stats on a Warrior:
Endurance, Strength, Sword Mastery, Axe Mastery, Hammer Mastery, Tactics
Don't confuse them with 'skill points'. You gain skill points every time you level up and if you hit level 20 (which is the cap), you will gain a skill point every time your experience bar fills up. You can also gain skill points by completing some quests. Skill points are limited to around 75 or so, so try not to use a Leech Signet (used on bosses to steal their skills) for skills that you don't want or need. It's okay to learn new skills as rewards from completing quests though, because they don't count towards your skill points.
On the other hand, you could make it a goal to accumulate every single skill in the game so that they become unlocked for your PVP characters...
All in all, you shouldn't get frustrated if your first character doesn't work out for you, because it might not be according to your playing style. You should just mould the character you make according to what you're comfortable with. There's no point in playing a support healer type character if you don't feel comfortable playing that sort of character.