When I'm not doing a 'unique girls only' run, I generally just go for one of each race (including the uniques, which I still grab). My character and starter are chosen to maximize early combat potential (either cat or wolf, usually). After that I get a third decent combat race, and then just play leisurely until I have a slave of each race. That's my 'usual' play-style. But I've done it so often that it's almost second nature at this point, hence my 'challenge runs'.

Tossing your first slave? Kinda harsh in my opinion. I know it's just a game, but...they're like...your closest friend in most of the options (family, even, if you want to go that way). I just can't do it. xD Good way to up the difficulty though.

Progression is a little...jumpy and not super rewarding, I agree. The only places that unlock via the story are the areas in the Elven territory. I can't remember if you can revisit the cave from the second to last story mission...not that there's anything there to find.

I typically ignore Strength until I have Endurance/Agility maxed. I feel they're the most important stats. Magic Affinity? Not so much. I haven't been able to make a magic build really viable yet. I always end up defaulting to melee. Not to mention how tedious it is to have to choose a target every time. It's sooooo much easier to just hit F. xP

Everything you just said is my main playstyle.

I don't kill/rape/beat anyone, I don't use any sex related jobs, or any jobs, really, except Public Entertainer. The only time others touch my slaves is when I use the Interaction>Sex option for a 4some to get some Mana if I feel I need it. I so use the lab, but only for the  battle slaves so I can win the last fight of the game, which, even with maxed slaves and good equipment, is quite tough. I pretty much never use the Farm, and I only attack thugs/bandits. I also never buy quild slaves. It's usually easier to buy rope and grab one from the wild.

All in all, you're just like me xP

I didn't find the last quest that hard. Hardest fight, sure, but I just taught my battle party heal, and used that.

This is basically all I had to do after the first turn:

Attack, attack, heal, heal.

Heal, heal, attack, attack.

Repeat as needed.

And of course I had to be weary of the cooldown on the heal spell.

Won first try without losing anyone. First turn I just hit F and auto-attacked.

I had 'maxed' slave's, having upgraded them in the lab, and the best armor/weapons.

I can't really help with cheats, but I can offer tips (though there might be a couple repeats).

If you started out in Wimborn (like most are apt to do) the best way to get money (in my opinion) is to get a slave with high beauty and make them commoner or higher (starting slave is a good choice, since you can give them the Natural Beauty trait, and they get the grateful trait eventually, allowing you to get them to Noble for higher stats without needing to worry about luxury., Maple is a good choice as well for it, when you get her), and set them as a public entertainer. It's probably not the best paying job, I'm sure brothel/sex related ones pay more, but it's pretty easy to get a slave started in it, and it doesn't have any potential downsides, nor does it seem to cause undue stress. I generally have 1-2 doing that, and I never really  need money. Keeping a slave one cleaning and another on cooking helps as well, so you don't need to worry about food, and the mansion is always clean.

For quests, it's not too hard, find the slaves you need as quickly as you can, the Human at the beginning is the only one with a slightly annoying requirement: 40 Beauty. Other than that one, you can just grab the first one you see and use them. Grab a slime and a demon as you can, the fluid substance and tainted essence are a bit tough to come-by and they are produced during sex with said races.

A tip for keeping slaves from running is to buy one pair of handcuffs for every slave you can't keep in jail. It's 100% no running away with a small stress penalty (in the beginning, they get a little stressed trying to do things with handcuffs on) that also raises obedience a bit per day. I personally only have one pair, but I take them off whenever they become accustomed to servitude, since then I just need to interact with them to keep obedience up while they start to like me. (I'm a nice guy, so none of my slaves are scared of me, my usual routine in the interactions for ones that aren't in love with me is 'Chat x 4', 'Comb Hair x 3', Hug x 3'. This gives a good amount of mood and no fear or stress, leading to love, rather than fear, and love, as far as I can tell, is quite good at keeping them in line. I never really need to do anything else with them once I get them to the point of love.

Finally, as I said in my post about racial stats, Wolves seem to be best for melee combat, not great for magic, but I usually don't use magic anyway. A wolf with 6 strength and a longsword has 37 power, whilea dragonkin, with it's natural +2 strength still ends up with 6 strength, and has 33 power. I can't really help with magic combat, but I'll give a quote from someone else.

Corruptedturtle: "As of last version however, I think fairy/drow with 6 ma, +tattoo, can pretty much 1 hit kill everything in the game with acid spit (except super golem and wyrm,  even so will take more than half its health)"

To upgrade stats, you have 2 options. 1) use gear that boosts it at the end of the day, or 2) use learning points. Learn points are easy to get, the best way I found is to switch to garden first while interacting with the slave (which adds a few 'turns' to the interaction, and then just spam the teach command. The garden, on occasion, lowers stress, meaning you get less stress from the teaching process. Do that until they're close to the top of the stress bar, but don't actually get to the top, then let them rest a few days to lower stress, preferably while doing the same process to other slaves. After all, max stats make all jobs more effective, since you can't do better than having the best stats for the job.

And that's about it from me for now.