The easiest way to *victory* in keererRL is to raise a super-strong unit rather than to build
well-equiped army of mass.

You have to:
(1) pick a suitable (melee) unit
(2) always gear him and have him trained as better as you can
(3) feed all kills(especially Tribe Leaders) to him for extra stats/exp
(4) with insane stats, he will destroy everything

One of the best melee unit in KeeperRL. Double Weapon ability allows wielding two two-handed weapons(pardon?) for insane damage.
The only drawback is that if he died accidentally, the game is over.

He is one of the best melee unit, too. My cyclops reached 80/70 in my first successful run.
Being properlly geared, even a newly recruited Cyclops becomes insane.
The problem is that he is available for not every run because of RNG for maps and torturing. Consider to reroll until they appear as a lesser villain. After capturing him, pray for successful "persuation" on a torture table. According to my experience they have higher chance to be converted than other sentinent creatures.

EDIT: Dev has stated he [would be/is already] nerfed.

Common alternative. Has decent melee training cap. Magical vulnerability may be problem, but only 30% gain of received damage are not significant once he gets high stats(You know, actually Magic Missile is useless against Adamantine Golem)
Note that I didn't experiment on them

are probably suitable, but bothering to research Demonology and following techs? Really?

Adamantine Battleaxe
Adamantine Armors
Ring of Poison Resistance
Ring of Fire Resistance
Amulet of Regeneration
(Ring of Magic Damage: when fighting Adamantine Golems)

that's it.

Poison and fire can kill a unit regardless its stats, so these resistances are mandatory.

Pick Dark Knight Keeper.
get at least 1 goblin artificier. You can hire more useless greenskins, mainly for prisoner capability, but they should be up to 7 because we need 1 priest, 1 legendary artificier, and 1 harpy later. (You can't hire magical units for now)
If you see a legendary artificier, hire him. We use him later on.

Mine some iron and give the keeper full iron gears. Do not forget to give another sword(He can equip two)
Build Iron Training Dummies and train the Keeper to melee 7.

Now Conquer human village(s) on starting map. This give you 1 research point. First research will be Jewelry, which is the most important tech.
Craft Poison/Fire Resistance ring and Regeneration amulet. Give the keeper them.

Start conquering weak(peasants, bandits, kobolds, ratmen) tribes. Seek them in every maps. Fully equipped with iron gears, the keeper alone can take them out.
The keeper should gradually gain more stats.

Avoid fighting Dwarves/Elves/Archers/Ants until you are confident.

Sorcery/Adv.Sorcery: It's safer to have a goblin priest accompanying your super unit. Also with (basic) Sorcery, Knight Keeper can learn spell of self-healing, which sometimes helps.
Two-Handed Weapon: your super unit gets more stronger.

Others are unnecessary to beat the campaign.

Now you can conquer dwarves for stats/fast-digging slaves.

If you are anxious about being solo, hire a goblin priest, make him "stand ground" at safe location, and back to get healed when your keeper is in a pinch.

If a harpy shows up, recruit one. You should have one or more short bows from spoil of war. If you don't, consider researching Archery with redundant points.
She's vital to deal with plague black rats/water level.

If you have a Cyclops villain on the map, you can capture him and convert him as keeper's alternative. To do that, you should need a descent sized army. (Note that he will be triggered when your colony reaches certain population)

By feeding the Keeper with many and many kills, now he's got stronger and can smash entire dwarf settlement alone. Now go deep and get adamantine.

To go deeper, you should meet some prerequisites.

(1) Get a harpy and a short bow.
(2) Get at least 50/50 stats on your super unit(more is better), to massacre Adamantine Golem
(3) Craft a Ring of Magic Damage, in order to crush Adamantine Golems.

Now, go deeper straightly. Smash everything with your super dark hero.
Plague black rats have to be dealed by the harpy. Clear them by her bow, rather than risking your super unit into plague.

Sometimes you would get sufficient amount of Adamantine Ores before facing water levels/Adamantine golems if you are lucky.

This level is very useful due to high exp points from Water Elemental. Lure them with harpy to let your super unit crush them for exp.
To get to the next level, just find an island and dig a stair there. Wooden Bridges will help.

They are not a big problem for your super unit with Ring of Magic Damage.

Once you have enough Adamantine for a set of armor and two Adamantine Axes, you will not need more.

Now your super unit should have become unstoppable. Start destroying everything(weaker ones first).
If you got dragon scales or glyph, upgrade equipment.

Rinse and repeat.

You have dominated the world!