Emily and Cali both require some decent fighting abilities to finish their quests, so avoid the "commotion at the marketplace" and the "urchin girl" prompts around town until you are a good level. Edit: Emily quest line has no time issues, though there is still a fight that could cause some problem once you start trying to get her sister Tisha.
**Minor Spoiler** Near the end of the main quest, you'll have the option to sacrifice a slave's life or not, and doing so you'll end up with Melissa as your slave. The slave that is selected for the option is your "favorite" slave, which the game determines via a combination of slave loyalty, level, times you've sexed them and the length of ownership. So if you want to get the reward of sacrificing, but don't want to lose a good slave, buy a cheap slave your first day and pamper the hell out of them while mostly ignoring other slaves.