Your Ego modifier determines prices you buy and sell for. Wear Ego-increasing gear when trading.
Traders can always charge your energy cells for drams of water (C) key
Some NPCs can repair (R) and identify gear (I). They can then identify items that you haven't bought either. The merchant in Grit Gate is like this, which is very useful.
Four drams of water weighs one pound (lb). Anything that is worth less per pound, will lighten your burden if you trade it for water. Always try to trade for denser valuables.
Watch the weight number in the lower right corner when you select an item to buy. The difference tells you what the item weighs (even if unidentified).
Try to remember where you met wandering dromad traders, so that you can revist them when they restock their inventory. (In the current version of the game, you can drop an item (like an arrow) on the world map to mark the location. I guess this quirk will be fixed at some point)
Wandering dromads come with different levels, which is apparent in the level of wares they are trading. Do especially remember the high level traders so that you can revisit them.
A disconnected part of a dungeon is mostly filled with webs, water and no monsters, but they have a greater chance than usual of spawning gold nuggets, jewels and other loot, so it may be worthwhile to dig into disconnected caverns if you can.
Look for humanoid corpses (charred corpse, mouldering corpse, fresh corpse etc). These piles may contain books, armor, weapons, artifacts. At great depths, they will always have very valuable gear.
Be aware of what monsters may turn up at a given depth level. Stay above if you can't handle them.
Approximately: (Values change depending on world map location)
There are nine mine shafts (one in each zone of the 3x3 asphalt mine tile). You can dig to the others from the central shaft.
You can go very deep in the mines, then dig out into the underground; this is a guaranteed way to get very deep in the underground (if you can handle the asphalt mines by either faction alignments or just might).