Passive Skills: Passive skills do not cost mana and you do not have to select them in order to be active. For instance, once you have put a point into the Amazon skill Critical Strike, you will always have a percent chance of doing double-damage when you hit a monster, regardless of what weapon you are using.
Active Skills: Active skills can be hot-keyed via the F1 through F8 keys. Once you have hot-keyed your skills you can then scroll through them by using the wheel on your mouse (if you have a mouse with a wheel).
The Paladin: The Paladin is one of the best characters to party with. All of his aura skills have a radius which shows how far a fellow party member can be from the Paladin and still be under its effects. A group consisting of multiple Paladins can be very effective if they each specialize in a different aura. Holy Bolt has the ability to heal other party members. Simply select Holy Bolt as your right click (Command left click) skill, target a party member, and right click (Command left click) on them to fire healing bolts of energy.
The Sorceress: Area effect spells are of prime importance with the Sorceress. You can often turn the tide of a large battle by using Frost Nova to slow the enemies, or by using Static Field to reduce all of your enemies lives by a significant amount. Keep in mind that Static Field is one of the only skills that does a percentage amount of damage according to the enemies hit-points. If there are 8 players in a game, a Sorceress equipped with Static Field is a necessity.
The Barbarian: The Barbarian's war crys are often overlooked in lieu of the direct damage skills. However, it is important to remember that when grouped with others, teamwork is very important. You can use Shout to increase the defense of party members within range of its effects.
The Necromancer: The effects of Necromancer curses can be an invaluable tool when facing large groups of enemies. For example, Decrepify can slow a large group of enemies allowing you to escape or return fire while keeping your distance.
The Amazon: When playing the Amazon it is important to remember that ranged attacks are her specialty. It is often better to stand back from combat while others get into melee range of the enemies, and then to fire from a distance into the crowd. Remember that missiles will not harm allies, even if you aim directly at them.
Specialization: It is important to remember that if you spread your skill points over many different skills that you may have trouble progressing in the game. This is because it is difficult to use more than a few skills at a time in an effective manner. That is why you may want to consider specializing in one or two areas of skills. For instance, if you are the Necromancer, you may want to specialize in summoning golems and skeletons and only put a few points into a curse or two. If you are the Amazon, you would probably want to specialize in either the bow or the javelin rather than putting a few points into both.