Hints:

If you play the Bane's Revenge campaign, you'll quickly find that the victory conditions of the first scenario are deceptive. Your goal is not only to hold as many rooms of the castle as possible; there's one room in particular that will grant victory to the side that holds it for ten turns.

In some scenarios, the enemy heroes will start out with significant advantages (especially the distance they can move per turn). This allows them to explore a larger number of Ruins, so compensate by questing early and often. Make sure you undertake quests that are of easy or average difficulty; these types of quests can be completed quickly.

Pillaging an enemy castle is your best bet (unless you're on a quest that specifically demands that you do otherwise). This is especially true if it's a castle in which the enemy has invested a great deal of gold for production of units.