My DSVm splatted on D4. I was careless. I met a ghost with no ranged effects but too much for me to handle in melee. I fled down, rather than up-then-down. I found myself in a cul-de-sac facing an ogre an iguana, and I just wasn't ready for them.
@Jeremiah: do what's fun, but if you haven't picked a god yet, hear my sales pitch
I always prefer an early temple, but getting an early start is not as important with Ash as with some gods. Ash piety gain is significantly item-dependent, so some games you will have scrolls but no gear to curse, others you will have gear but no scrolls, and finally, sometimes you will wrestle with whether to curse marginal gear to gain piety, or hold out for better gear in order to save scrolls for later.
However, you also do not need to rush to 6* as quickly as you want to with Sif and Vehumet. You aren't going to get any gifts for doing so, and (in .9 at least) the skill boost works so that you get a bigger boost if your skills and your piety are similar. If, for example, air magic and piety are both *** you'll get a boost of 3 - double! But if piety is ******, you don't get a boost of 6 - I think it's actually still just 3.
As for the other benefits, a wizard gets an especially big boost at *** piety, because clarity means you can fight in your own mephitic clouds (at the cost of some trivial amount of damage). It's a big convenience, and sometimes a big life saver.
Next: kenku monk of Elyvilon (except the prev. poster is Jeremiah, who already said he doesn't like to pick gods in advance... so in that case just kenku monk).
Edit (is it legit to edit this post to avoid making another suggestion? I don't want to hog the suggestions!)
I really had not given DSVM a fair go, so I tried again. #2 died to an orc priest before I got mephitic cloud up and running. I think I might have been able to avoid it if I had run away on seeing the other orcs... but then it gets dicey either way, it's not exactly safe to leave them all wandering around and get mobbed later either.... However, #3 lucked into early powered by death mutation, survived to convert to Sif Muna, found an amulet of the gourmand, reached the lair, found a book with stone arrow and has been gifted one with swiftness, and is generally having a fine time.
Demonspawn are a lot of fun, but sometimes I have trouble getting over the initial hump of slow leveling. Venom mages are not usually a big favorite of mine - seems like they are so strong against 95% of what you meet, but extra weak against the other 5%. It doesn't seem like the best of tradeoffs. I thought about raising stealth, but didn't trust it to keep me out of trouble. Instead I raised staves a bit, used all my early scrolls of enchant weapon, and used potions of might, speed, and a wand of fire to survive wights, etc. And now that I'm in Sif's good graces, I can do whatever (eventually).