As Siaynoq said, the only place where you're allowed to run in Hellfire is the town. Which should be the only place where you actually need to run. In the dungeons you can teleport with all classes once you've acquired the tome. In most cases you don't need to run either, just to create a choke point (warrior/monk), or to simply stay away from the enemies (teleport away with sorcerer/rogue) to kill from a distance.
As of the overall experience, the game gets a bit harder, especially after the Lair (i think that's what it was called). The lore may not be considered official anymore but it's still nice. You also get the chance to find the Book of Apocalypse, which is like the most awesome spell if you're a sorcerer.
As of the overall experience, the game gets a bit harder, especially after the Lair (i think that's what it was called). The lore may not be considered official anymore but it's still nice. You also get the chance to find the Book of Apocalypse, which is like the most awesome spell if you're a sorcerer.