Just to add to the good advice already given:
More dice is always better, so my recommended investigators (in order):
- Joe Diamond is key. No one can get more dice.
- Mandy Thompson is a close second, since her ability doesn't depend on
items
- My key exception is Kate Winthrop: her ability to ignore terror
effects is powerful, especially considering that adventures with
terror effects tend to be easier to accomplish.
- Gloria Goldberg and Jenny Barnes are a toss-up: Gloria is a touch
more useful since there are more other world locations at the end
game, and they tend to have elder signs to win.
- Darrell Simmons has had some success for me, mainly clearing out
lower end adventures
One trick I've found useful - you don't have to complete a task just because you have the glyphs to do so. I've discarded so I could focus (reserve) a special glyph that I need for later.
Monsters aren't always bad - sometimes a monster can make an adventure easier by covering a more complex task.
The game moves very quickly, and if you get behind the doom count it gets difficult to catch up. Don't waste time buying/hoarding items, only heal when you have to. The one exception is elder signs - I've won a couple of games by buying the last elder sign or two.