You are supposed to advance in different directions. When one direction becomes too hard, go somewhere else.
I believe the initial order of difficulty is something like:
Forest of Abandoned -> Sewers -> Behemoth Ranch -> Rotten burg -> Graveyard Town

But you probably know that already, with how much you have played?

@Jens_Rasmussen
I think I wrote this after farming in Old Rotten Burg and went to Snow White.
I'm almost at the end. I just have Lost Empire remaining.

Without spoiling anything in particular, in case you don't know:
The standard ending that people get on their first playthrough is the "B ending". When you defeat the boss at Lost Empire, and you can choose one of the heroines to get an ending with. The "A ending" is defeating the boss at Lost Empire with every heroine alive and recruited, which is quite difficult without advice or following a guide.
There are two more, rarer, endings, one of which was made non-canon with the addition of the other one.