I did a nightmare play-through with a blood mage. In general, my play-style tends to focus heavily on mages (with disabling and healing/ defensive capabilities) backed up with at least one tank-- I don't know much about how to play a dual-wielding rogue (really don't like finding the right gear, keeping applying poisons, anything involving crafting).
I used lots of sleep, waking nightmare, group heal, blood control, mana clash, cone of cold, stone fist (for shattering), fireball, crushing prison... honestly, big AOE spells aren't so useful unless you use blood wound because of friendly fire. I liked walking bomb on normal difficulty- not so much on nightmare. I developed an appreciation for force field-- because it could take an enemy out of combat or make an ally invulnerable to damage for a while. Overall, I focused a lot more on disabling the enemies with spells rather than trying to wreck them asap. My standard party was: Warden, Wynne/ Morrigan, Alistair/ Loghain and then the next slot I switched around (usually picking the other mage-- because I'm all about spells).
The early parts of the game, before you've got the important spells and before the warrior can properly manage aggro, were the worst for me. Just kind of a slog but it got better.
I definitely found that the Harvester from Golems of Amgarrak was harder to defeat on Normal (I seem to remember a tonne of kiting) than the main game on Nightmare.