The first expansion for Neverwinter Nights adds a new campaign to the game. It is not tied to the original one in any way, though. You (preferably) start it with a new character. And it is not even set in the city of Neverwinter but quite a bit inland, to East from The Sword Coast.
My character choice might have had something to do with the level of challenge I faced. I decided to play as a human rogue and chose not to take any henchmen with me because I did not like the options given. And the temptation of getting more experience was there, too. Although, in the end, I think I completed the game only one level higher than I would have if I had had a henchman leeching my experience points.
The early levels were not that hard. It is later when rogue's slow progression in fighting capability starts to show. I have actually played the expansion once before with a similar character, but I took one level of ranger early to get those free dual-wielding feats. I went for dual-wielding this time as well, but waited until level nine when I took a level of fighter and got two feats that way.
I took another fighter level right after to get Improved Two-Weapon Fighting, and the game definitely became much easier with going from one to four attacks per round within two level-ups. Ranger might have been a better multiclass choice, at least if taken early. However, I plan to take the character into the next expansion and I think Weapon Specialization will ultimately be more useful than what few ranger levels would bring.
My third class choice was the shadowdancer -- one of the prestige class added in SoU. But I will only ever take only one level, since the class's best ability, Hide in Plain Sight, is gained at the first level. With it, Stealth can be successfully used while being observed by enemies. Without it entering stealth when an enemy is attacking you will not work. In fact, running behind a corner first will do nothing either. And the latter happens even with HiPS. You do not really need to do that; I only noticed it by accident. But the game engine indeed has its few flaws here and there.
HiPS is nearly game-breakingly good, though. Since Stealth mode is not bound to the turn system, you can enter Stealth right after you have gotten your Sneak Attacks off, and then repeat the process. You will not get away without getting few attacks back at you but it is almost there.
I took the shadowdancer level at the first possible chance, which happened at the start of the Interlude between Chapter 1 and 2. Too bad that at that point the game gives you Stingers with True Seeing, meaning that any form of hiding is useless. (In Monster Manual they have Tremorsense, which I guess is as good as TS since there are no means of flying nor levitation in the game.) I really considered getting a henchman then but made it through the caves eventually as solo. Use Magic Device skill was really useful in there.
After the Stingers, you get to fight undead, who -- like all lifeless beings -- are immune to sneak attack and critical hits. And which of course was just great. At least the game hands you a weapon that is good against them.
There were also these Formian guys, who for whatever reason were also immune to sneak attack. And I can tell you for a fact that they have no such immunity in the actual D&D rules. The elite version also had Regeneration and silly high Armor Class. Taking one of them down took some serious effort.
I think I will very likely take a henchman in the next expansion to deal with such annoyances. At least once certain paladin becomes available. And speaking of paladins; if you play as one, you can get a holy avenger longsword in the Interlude. I have a feeling the rest of Shadows of Undrentide is rather easy with it.
Also, I wish there was an option to hide your helmet. "The Mask" doesn't really look like a mask at all, and totally does not fit a character wearing a leather armor. But what can you do; immunity to fear is very useful for rogues who have low Will saves.