Ranged attacks are a must. Bows, slings and darts fall into this category as well as any weapon that does damage at a distance. The best way not to die is not to let your enemies hit you. Sounds stupid, but most generic fights should be over before they start. Even your Mages and Clerics should take a missile proficiency before any other weapon proficiency.
Clerics get two weapon proficiencies to start, so use one in the missile weapon proficiency slot.
Mages may only get one weapon proficiency in the beginning, but a magic user throwing darts gets three attacks a round. You never know which attack will be the one that stops that other mage from casting when all your own spells have been exhausted. Three chances are always better than one. There is nothing a Mage fears more than an accurate bowman. Which leads me to the next tip.