You might be interested to know that I also play as you, without reloads. I've made it to level 10 so far and think I might be strong enough now to go back and finish the snake temple on DWI. 
Also, since you seem to like challenges, you might find it interesting that I've decided to ban the following three skills:
Merchant
ID Item
Repair Item (and [i]Harden[/i] potions)
I feel there's already too much gold in the game, and having to have merchants ID/repair all your stuff will help drain your purse. Also, it makes it more difficult when you can't just [i]know[/i] what everything is and really makes you feel it when fighting monsters that break items. "They broke all my weapons. Run away!!"