I've run 2 winners so far, albeit neither are particularly original characters:
Just your average Vampire Swordmaster, bolstered with Symbiosis, Thaumaturgy (got that Wall Creation spell early), and Mindcraft from Fumblefingers. Technical difficulties meant that Kain didn't make it all the way through the Void.
Got quite lucky with FF, maxed out Mindcraft, Bowmastery, Archery, and Combat. Went with Eru worship and did all the god quests, but as it turned out, I wasn't going to use the spells that much anyway. ID was a bit of a problem, but a quick visit to the Illusory Castle fixed that. Destroyed the One, destroyed Sauron and picked up a couple of Awesome Rings of Uber-Speed. Now poor Morgoth has a big arrow sticking out of his head. I'm currently trying to decide whether or not to take on the Void with this one.
Others:
This guy missed Sauron on Mount Doom, and has been looking for him in Angband for a very long time. Picked up Undead Form and Symbiosis, and now I have to resist the temptation to go the cheap route and start summoning hordes of Ds to do my job for me. This would be my favourite for the Void, but I'm considering abandoning him due to Sauron's reluctance to come out and play.
Early days, haven't found much cool stuff yet, but I'll see where this one goes. My first Melkor worshipper. 4 god quests so far, trying to get myself a killer Curse.
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