Other tips: I always choose a quest that doesn't include my weakest stat, and make sure I use the help item that reduces the initial trial, since you don't get choices with that one. I keep a couple of extra heads, bodies, and legs to switch to if my first two attempts with the final challenge don't succeed.
When you get a new item from a quest, if you don't already have it, you'll get the bonus from it and it'll appear on your character even if you don't have any more room.
Artifacts
Bah Gun Helm Boot of Speed Glasses Sign of Mystery Wizard Sign Peace Charm Peace Charm Cloak of Majesty Throwing Dagger Throwing Dagger Royal Butterfly Black Top Hat Green Bow Tie The Bogart The Dandy Fuzzy Dice Strawberry Princess Tiara Violin of Jigs Wooden Shield Purple Glow
Items
a small silver mirror a magic climbing rope a riddle no one has ever heard a ball of magic yarn a small silver mirror a bag of potting soil a personal diary a bottle of insect repellent a Marketer’s Bible a magic arrow