Since every brogue game is random, creating a walkthrough is not straightforward. As such, this "walkthrough" is more of a set of guidelines that can work with most seeds. Do not think that this walkthrough is THE way to beat brogue, even though I will phrase things in here as if they are the "right" way. Brogue is designed to support many different play styles, which it achieves through its large variety of creatures, items, and their complex interactions. Still, if you follow the rules in this guide, I think you will have a good chance of ascending. This guide is written for Brogue 1.7.2.
Since survival is usually not difficult in the early game, liberties can be taken to optimize item identification.
Fire staves as soon as you find them, so that you can identify them. Fire them at walls, grass, and weak enemies. They recharge, so don't be parsimonious.
For everything else (scrolls, rings, potions, wands, weapons, and armor), carry but do not use or equip them. When your inventory is full or close to full, and you have just entered a new depth (usually depth 4), examine the rooms adjacent to the entry room, and kill any enemies you find in them. Then move back to the entry room and stand next to the entrance. Start quaffing potions, beginning with the ones you have two or three of. If you quaff potion of poisonous gas, move to the previous level and wait until the gas has dissipated. If you quaff potion of descent, check that the adjacent rooms are empty, and then continue quaffing the remaining potions. If you quaff creeping death, move a few steps away from the entrance (unless you are levitating). Ignite the creeping death with staff of firebolt or incendiary darts if you can. Continue quaffing potions until you quaff potion of detect magic. After that, if you are on fire, confused, darkened, or hallucinating, and you have not yet identified the potion of life, continue quaffing the good potions until you find it.
If you have identified potions of strength (because you had two or more of them), quaff them immediately. Having good armor is more important than curing weakness. With sufficiently enchanted armor, centipedes and dart turrets will usually miss you anyway.
Throw away all potions of hallucination. They are fun, but useless.
If you did not manage to find a potion of detect magic, then continue collecting items until your inventory is full once again. Fire your unidentified wands at the next weak enemy you find. If the enemy disappears, (c)all the wand "teleportation/invisibility", unless you can figure out which it is. Aggressively exhaust your staves, potions, and wands to deal with or avoid the enemies which are too strong for your leather armor. You'll find more potions later, and you're probably carrying an unidentified recharging scroll. When your inventory is full or nearly full, and you have just entered a new depth, repeat the quaff identification process.
Identify bad potions by throwing at enemies as you encounter them.
If you have a bad scroll, (c)all it "badscroll1" and drop it. Make a mental note that you have identified one of the two bad scrolls. When you later find a second bad scroll, (c)all it "badscroll2" and drop it. After that you will know that all unidentified scrolls are good. There are extremely rare circumstances where aggravating and summoning monsters can be useful, but they aren't worth the inventory slot.
Equip all good rings. Some will immediately identify; others will identify in 1500 turns.
Equip the armor that will give you the highest armor rating. Brogue will make an estimate for you in the armor's inventory description, but be sure to adjust based on whether the armor is good or bad. Cursed armor might still be better than your leather armor, and at this point you are almost certainly carrying a scroll of enchantment, remove curse, or protect armor, so don't be afraid to equip it if your enemies are becoming overwhelming.
Equip the best weapon you can. It is ok to sacrifice a little bit of accuracy if the damage increase is large enough. Approach sleeping enemies diagonally to minimize the chance of waking them up. Hide behind doors and around corners to attack wandering monsters, and the accuracy penalty will not be a problem.
If you have good armor (plate armor or splint mail), a good weapon (war axe or broadsword), a staff, and lots of scrolls, now would be a good time to start use-identifying your scrolls. Otherwise, wait until you have all three, at least until you can no longer handle what the dungeon is throwing at you. When you have all three, equip your best armor and your best weapon, and begin use-identifying your scrolls. Use scrolls of identify only on your staves; everything else will identify on its own eventually. Use all scrolls of enchantment on your good armor, at least until you have it up to +4 or it no longer has a strength penalty. After your armor is sufficiently enchanted, pour all enchantments into your good weapon, until it is +4 or it has no strength penalty.
Once you have identified scroll of protect armor, scroll of protect weapon, scroll of identify, and scroll of enchanting, stop use-identifying scrolls. Save them for the next time they might be useful. For example, if you encounter a treasure room blocked by a statue, use-identify your scrolls until you find the scroll of shattering.
If you have fallen down a level from quaffing a potion of descent, find your way back to the previous level and explore it fully.
It is especially important to access treasure rooms in the early game, since they will help you identify many items. Always give preference to plate armor and war axes. After that, splint mail and broadswords. Prefer good armor to good weapons. Finishing a battle quickly is no help if you still have to wait to heal afterward.
In previous versions of Brogue some vaults would contain cursed items. As of v1.7.2 this behavior no longer occurs, so feel free to equip any item you pick up in the treasure rooms.
In the early and middle game you should always explore the levels as fully as possible. But be efficient in your navigation, and aggressively use consumables that will help you navigate the map. Use any scrolls of magic mapping as soon as you enter the next depth. Swim across lakes if it would be faster than walking around. Consume potions of fire immunity to swim through lava, and potions of levitation to cross chasms, unless you have allies. The food clock in 1.7.2 is very tight, and nothing is more frustrating than dying of starvation, so move as quickly as you can, without sacrificing completeness of exploration. Quaff potions of telepathy or potions of levitation when you need to cross lakes or bogs in the middle game, where krakens and bog monsters can severely threaten your survival or at best, cause you to consume a lot of nutrition from wait-healing. Do not waste time trying to get gold. You can get it on the way back up.
A strong set of allies is one of the easiest ways to win in rogue. Allies are frustrating to manage, but they are worth it. Allies have better eyesight than you, and so can do ranged attacks on enemies that you can't even see yet.
Trolls and ogre shamans make for a good front line, and can be empowered by allies that do healing, protecting, or hasting.
Acquire allies as early as possible (using wands of domination and wands of plenty), so that the wands can be reused when you find scrolls of recharging or scrolls of enchantment. Also, an early ally is a powerful ally, since allies learn new skills as they gain exploration experience. If you manage to keep your depth-2 monkey alive, he will probably be your most powerful ally.
Unless you have good maneuverability (staff of obstruction with tunneling, or staff of discord, or staff of entrancement), be aggressive against your enemies when running an ally build. Attack sleeping packs if you have a an ally that likes to hang back, so that they will not chase you down later. Turrets and magic casting enemies (esp. discord and negation) can wreak havoc on your pack, so do not be afraid to "waste" a consumable to make the fight end quicker. Use maneuverability consumables to disarm or destroy havoc-wreaking enemies before your allies get to them. Consumables are FOR the middle game. If you have fully explored the early and middle levels, you will probably have a staff, ring, and charm heavy build by the time you make it to the end game, where consumables will be less important.
If you do have good maneuverability, such as a staff of obstruction, do not engage with enemies which are not blocking you from items or the exit. You gain no experience from fighting, so there is no point in wasting nutrition on them if you can keep the peace between them and your allies.
When you find yourself ignoring items because you have no room for them, because your inventory is stacked with staves, rings, and charms, and not because you have been hoarding consumables, you have entered the end game. Stop exploring the levels fully and focus on descending.
Brogue is not the type of game that you will get better at merely by playing it over and over again (although that will help somewhat). To get really good, you must explore the strategy space. Treat every game as an experiment. For example, if you encounter a ring of stealth early on, ask yourself, "I wonder what will happen if I pour a third of all of my enchantments into a ring of stealth?" And then try it out. Anytime you see yourself flinching away from an option (e.g. "I'm pretty sure that creature would not make a good ally"), ask yourself if that conclusion is an assumption, or something borne from experience. If you've never tried it, you could be overlooking a completely different way of defeating the game.
In short, question everything in this document. I do think enchanted plate armor is a great idea. But that doesn't mean that a sufficiently enchanted chainmail of replication is a bad idea.
Games are about having fun. If you keep playing all of your brogue games the same way, not only will you probably not get better, you won't have very much fun. Winning is only one aspect of roguelikes, and it doesn't happen often, so don't make it your sole focus. Discovering new interactions can be just as rewarding, and because of brogue's complexity, you can probably make a new discovery in every game you play.