Here are some things I have learned through my multiple playthroughs of these wonderful games: I'll also list the class that, in my opinion, experiences the "most" content in a game.

Advice for (almost) every game:
Ask the apothecary about the dispel potion, before doing anything too important, make sure you have the dispel potion on your person.

QFG 1 VGA:
Class with most content: Thief

Get as many skills off of zero as you can in character creation. 5 points is infinitely better than 0 points, you have plenty of time to level them up later.

No matter what class you are, get magic at character creation. Always get magic.

Parry is useless to non-fighters (I'm almost positive).

You CAN talk to Erasmus, you just have a VERY small window to do it in: after he puts down the cup, before he tells a joke.

Consider holding off on saving the Baronnet, it makes getting in and out of the castle a chore afterwards.

After you save the Baronnet, stop sneaking before you head to the castle gates.

After you get the thing for the Dryad, PICK UP THE OBJECT THAT SHE DROPS. HOURS HAVE BEEN LOST BECAUSE OF THIS, DON'T LEAVE THE AREA, PICK IT UP, AND SAVE YOUR GAME WHILE YOU ARE AT IT.

(Minor Spoiler)After defeating the bandit leader, pick up the yellow object on the table. Seriously, do this.

(Minor Spoiler) After defeating the bandit leader, don't go back to the castle gates

The Dragon's Breath is an awesome drink, you should have some.

QFG2:
Class with most content: Fighter or Thief

If you want to be a paladin, don't use X-Ray specs at... inappropriate times and don't piss off the griffon.

Go out and explore. This game, by far, requires the least exploration, but don't just sleep away the entire game.

Any class can become a wizard.

I hear the coffee is Raseir is awesome, you should try some.

QFG3:
Class with most content: Wizard (it's like playing an entirely different game sometimes)

Starting with this game you can use the "mouth" icon on yourself to do things like "greet" and "tell about ..." Seriously, it took me 10 playthroughs to finally figure this out, and I had a LOT of pissed off lions before then.

There seem to be a lot of random events that happen just because you are roaming the savannah, so take a bit of time to roam.

QFG4:
Class with most content: Paladin or Wizard

If you are playing a wizard, and can't seem to continue in the game, you are probably missing a spell, you need every spell before you can progress.

QFG5:

Thermonuclear blast: Great spell, or greatest spell?

Feel free to add your own.

As I recall, you could use the X-Ray glasses and still get to be a paladin. You did have to get all the rest of the paladin points though, but the glasses weren't a problem for that.
So, a few more from me.
Always, always "Bargain" instead of "Buy". You do save a lot of money that way, which you can use for other things.
Fighters can get a better sword in each game, so be sure to upgrade it.
QfG2
You can get the Saurus for 5 dinars, just use proper yes/no responses.
Most pills will carry over to QfG3, so stock up before going to Raseir. Only Vitality Pills do not, you can carry Health, Mana and Cure Poison.
The max skill level in this one is 250, though only attainable near the end. You can have up to 3 skills at that level, though having 3 means you lose the game. So get 2 of them to 250 and go finish the game properly. This makes QfG3 a lot easier.
QfG3
Best value for money for foods is the dried meat, from the dog like vendor in the bazaar. While with other vendors you can bargain up to a maximum of 50% of original price (and that requires 300 communication), you can lower the price of meat indefinately, down to 1 coin.

Can't seem to recall anything else, will update if anything else comes to mind.

QFG1 -
Serious tips
Minor Spoiler DO NOT KILL THE BEAR. Well you can but I wouldn't recommend it..
Clean the stables at the castle for a few easy coins and to build stamina and strength.

just for fun:
Try casting Calm on a creature during a battle.
Take a nap in the alley by the tavern
Attack the Antwerp
Eat the mushrooms

Good stuff.

Like any rabid fan, I must quibble on a few points. :) Sometimes the necessary ingredients are not immediately available, however, so you'll have to make the call if you actually think you need to hold off on a quest until you have a dispel potion handy. That said, it definitely is good to ask and get that all-important ingredients list, yes. I quibble, sir/madam!

Magic is fun, but may distract you from what makes the Fighter or Thief unique. My advice: if you're probably only going to play the series once, go ahead and get magic (or other non-class skills) if you want. But if you're going to play multiple times, maybe save magic for the actual Magic User/Wizard class playthrough, and ditto each class's own unique skills. There are some magic-related quests, spells even, that only they get anyway. This shouldn't be a problem in GOG's version, since the unofficial patch is already applied. Meanie. ;) I dunno about that. The Magic User's content is bundled pretty much all in one go, but it's decently meaty. QFG2 has a fair amount of class-specific stuff, really. I guess you're basing this on the magic quest being available so long as you have Magic?

That said, the Thief may be the winner regardless, because this game has pretty good thieving opportunities and quests. Perhaps the best, up there with V. Haha, yes, this is a good one for anyone who starts with QFG1VGA. :) (BTW, I think this is also good advice for anyone playing the VGA version of 2. IIRC that one uses the same Click-mouth-on-self-for-stuff-besides-questions system as 3 and 4.)

QFG1 Tips:
It's okay to just spend a few days exploring, cleaning the stables, and maybe getting into a fight or two (but mostly running away instead). You're pretty weak to start with and have little coin, but spend a few days working at the stables and you'll be better off in both regards.
Until you're strong enough to take down a number of monsters each day, sleeping at the inn is expensive. Save some money to start out by sleeping in the stables instead. You'll be forced to work at the start of the next day, but you'll still get paid your regular amount, so that's not a problem. You just have to make sure to get back to the castle before dark. (Hint: There's also a few more places than just the inn and the stables that it's safe to sleep at, but it's your job to find them. :))
Additionally, buying packaged food is also cheaper than eating the delicious fare at the inn. And then, buy only what you need - it's still expensive starting out, and it can get heavy if you try to store a lot of it.
Don't waste money training with the weapon master, unless you want to get the puzzle points for doing so. Better to train against real enemies. Goblins are one of the weakest enemies, so they make good practice opponents, especially if you want to practice Dodge and/or Parry rather than your offensive stats.
Speaking of which, there's a goblin hideout somewhere in the forest. After your first visit, you will be regularly attacked by them there. It's a good place to practice combat and get money too. Just be warned that the harder you push, the harder they'll push back (up to a certain maximum).

All stats have a maximum of 100 in QFG1. Your maximum health is based on Vitality and Strength, your maximum stamina on Vitality and Agility, and if you have Magic, your maximum Mana on Magic and Intelligence. Most attributes and skills are pretty easily trainable if you know how.
Strength: Fight stuff. This goes up along with Weapon Use when you hit enemies in combat. Stable-cleaning will also help. I believe being encumbered (carrying over your weight limit) will also help, but the VGA version can get buggy when you're encumbered, so I wouldn't recommend it.
Intelligence: If you have Magic, both this and Magic will go up by casting spells. Thief skills can also improve this, and dodging enemies in combat will veeerrryyyy slooowwwllyy increase this as well - but it's not that important if you don't use magic.
Agility: This goes up very easily, so you typically don't have to worry about it. Fighting and practicing Thief skills will both help. Even fighting alone should pretty easily raise this.
Vitality: All you have to do to raise this is lose stamina. I.e. practice just about anything else. Like agility, it's not something you typically need to aim for, it should take care of itself.
Luck: Just about any skill use will help raise this, though it never goes up all that fast.
Weapon Use: Attack stuff. See Goblin Hideout above.
Dodge: Just use it a lot in combat. See Goblin Hideout.
Parry: See Dodge.
Magic: Cast spells. Also, note that each of your spells has its own skill level. Cast that specific spell to raise the spell level.
Stealth: Just walk around in sneak mode. Note that this will drain stamina, BUT when sneaking in the forest you will have a chance to evade the random monsters the game might otherwise have summoned. (It'll tell you if this happens.) This can take a while, so try going literally everywhere stealthed until you have this raised, unless there's a specific reason not to (e.g. you want to have a random monster encounter).
Lock Picking: At first, you will need to practice on real doors. Wait until night and then sneak around town trying to open barred doors like the Baker's, the Barber's, or the general store. (You might want to hold off any place you're actually trying to break into until you have your thief skills raised a bit. I don't think it's too much of a spoiler to tell you you aren't getting into any of those three.) Once your skill is high enough, you can (lock)pick your nose without killing yourself, and at that point you can just stand around clearing yourself out to raise this skill. :)
Throwing: Pick up as many rocks as you can carry, throw them all at some random piece of ground that offends you. Rinse and repeat. Boring but effective. The Thief can also access a mini-game that lets you do some betting while practicing. Probably not as efficient at raising the skill, but good if you need the money.
Climbing: The tree by the healer's house will take you all the way to somewhere around 80. If you want to raise it higher, try the town's back wall. That won't take you all the way to 100 either, though. The way to get to 100 is too much of a spoiler, and those last 10 points aren't a big deal anyway, so that'll be my last word on Climbing. :)

At least in parts 1 and 2 you can do everything each class can if you start out with more than 0. Every skill that's 0 will stay at 0 but if you have at least 5 points, it can be increased.

So, if you have at least some points in magic and thieving skills, you can also do all the addition magic user and thief stuff.

Also, at least in parts 1 and 2, there is no timelimit whatsoever so you don't need to hurry at all. Take your time and level up your skills.

Also, for at least the first two games: read the manual! There is lots of stuff in there the games won't tell you, like history and local people/places of significance, what it means to be a thief (did you know there's a special Thief Sign thieves signal each other with?), the fact that most towns have an Adventurer's Guild you should check in with, etc. Err, 2 has the strictest time limits, even moreso than 5. :) But yes, 1 gives you all the time in the world.

Oh, really? It has been a while (and I'm so looking forward to play through them again) so I'm a bit surprised. I don't remember a time-limit.

But now that you're mentioning it, I think I remember something ... but I never felt as if I needed to hurry up.

Yeah, there's certainly time to stop and train up your Rose Smelling skill. But a lot of events arrive on a strict inevitable day, including the arrival of the endgame.

> Attack the Antwerp

This may seem like a game-over trigger but there's actually a way to deal with the... consequences. (A character in Quest for Glory 4 will even mention your involvement.)

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I would also suggest avoiding the magic skill (as a non-mage) and the Stealth/Lockpicking skills (as a non-thief) if you intend to play more than once, since these will trigger many class-specific events throughout the series and spoil them for when you actually play those classes. (The thief ones, in particular, can force you to deal with an unwanted side-plot in 5.)

Giving your character Climbing does not cause this problem, although it's largely redundant for a magic-user (who will acquire a levitation spell in QFG2), and the fighter and paladin will automatically learn it at a certain point in QFG4. That said, Climbing will give the fighter/paladin a different approach to solving some problems in QFG1-3, and in at least one case, will enable a different solution to a class-specific challenge!

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I'm not sure whether the fan-patch changed any of the paladin point values, but it's possible to become a paladin as any class as long as you conduct yourself appropriately. (Thieves will have very little to do with themselves in this case, but the magic-user doesn't have any conflicting class-related activities and the fighter can pretty much automatically qualify as long as he doesn't do obviously-dishonorable things.)

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EDIT:

On the subject of obscure showstoppers: if you plan to play a mage, or (to be safe) any character with the magic skill, do not name your character "Erasmus". Doing so will cause you to get stuck at a certain point in QFG2.

If you're having trouble successfully black-jacking enemies (as a thief of course) in the fifth game, try equipping a weapon in the other hand. Your weapon use points go up with any weapon equipped, the stronger the weapon the higher the number obviously, and your ability to successfully blackjack depends on how high your weapon use skill is.

You can NOT get the general on the island fortress in V to surrender despite what Rakeesh suggests to you. Probably an element for the paladin they would have implemented had they had more time with development on the game but got excised along with the bow weapons and mutliplayer component.

Some game-breaking bugs to watch out for that so far have not been corrected by any of the current patches (and so be sure to save your game often):

DO NOT grab more than one gem in the Heart of the World tree in the third game. You will get a message from the spirit scolding you for your greed as well as an error message crashing your game on you for doing "something you weren't supposed to do" on top of it.

In the Borgov castle in the fourth game, there is a room in the bottom left corner of the main hall (where the game's, ahem, two antagonists can be found conversing) that leads to a room with some kegs and then another room where a wraith can be fought. DO NOT go in the bottom left room if you're a thief! There is bug where every time you try to exit the room your character just re-enters the room, over and over again in a Groundhog Day-type loop. Needless to say if you didn't save your game a while back this will prove to be a major frustration.

At the end of the fourth game as a wizard there is a bug that can prevent you from selecting the staff on Erana's spirit after defeating the villain. John Rhys-Davies will tell you you're too busy to cast a spell and for some reason you'll be able to freely walk around the area though you're not supposed to. If I recall correctly the way around this seems to be to shoot a few fire or lightning balls around the screen after you defeat him and then select the staff, making sure you do NOT deselect the magic. If this screws up though the game autosaves right before the fight so you can retry as many times as necessary without losing much ground (just annoyingly having to skip through a bunch of dialogue boxes).

Another thing to be wary of is that there are ways to actually LOSE points in some of the games, not just honor points either (I believe this was removed in the last two games). Getting the laibon to kick you out of his hut in the third game, for instance, by asking about the magic drum again will detract a whopping five points from your score. Ouch!

WRT the general and paladin in QFG5: you'll actually get a little explanation about this if you use your 'paladin sense' on him.

Easy money in QFG1:

1. Go to mushroom ring during the day
2. Choose "hand" action
3. Move cursor over mushrooms and put something heavy on "Enter" key
4. After 30 secs, go to healer
5. Select mushrooms in inventory
6. Move cursor over healer and put something heavy on "Enter" key
7. ????
8. PROFIT!!!

PS: She pays 1 gold per 3 mushrooms. After buying a dozen she'll say that she doesn't need any more, but will keep buying them until you leave. The next time you visit her, the trick will no longer work.