I just finished my first play through. (I didn't get the game until last week) I didn't really use Sten all that much, but I think I'll try to on my second time around. My party typically consisted of PC(dual wield warrior) Allistair, Wynne, and either Morrigan or Leliana depending on the situation. I used Morrigan a lot toward the end as she got access to more powerful spells and aoe stuff.
There quite a few quests I didn't really take the time to finish, and I didn't do any of the dragons except the archdemon. I also didn't really take time to develop romances except with Leliana.
All in all I enjoyed the game, and I want to make sure I hit the stuff I missed on my next time through.
"You'll find that many of the truths we cling to depend greatly on our own point of view."