Yup! It's a tough game, all right, and who to use for each step really is the big choice. I assume you're playing the first quest? The second quest is REALLY hard, and the third quest is really only doable with two players out of the box.
Try a couple of the different prebuilt decks if you haven't already. The four colors all play VERY differently and one will probably be to your taste. Purple's a good all-round set with lots of buffz. Red's great at fighting. Blue is quest boss. I haven't played much green but I think they're about healing effects.
I -think- any of the decks can beat the first quest solo, but purple may be the one to start with. Aragorn can both quest and attack or defend in the same round, and one of the other heroes has an ability that basically lets him do that for free. That deck in general tends to get a lot of resources to throw around later in the game. Don't forget to throw in your Gandalf cards! (You can have up to three of a card in your deck.) Super useful.