In every edition, outside 4th, wizards were very unforgiving at low levels. every single edition. In addition, there have always been clear winners among the low levels spells, and sleep has always been one. If you take away that, it makes it even more difficult.
Sleep's big thing is not that it has a big area, it's that it is efficient at removing guys from the fight. 5d8 HP averages to 22.5HP - which can drop a lot of things. It doesn't have to drop lots, although it can, but it will almost definitely drop one thing for certain at low levels - no save, you go down. At low levels, this is a much bigger deal than 2d8 or 3d6 damage. Those one's might help your party drop something quicker, but initiatives are as they are and dropping one guy is almost always better than damaging two. The counterexample is where you can guarantee that the two are going to drop before they attack.
I get that, as you say, sleep is not your wizard's thing. But saying wizard's suck when you deliberately dismiss the single best first level spell out of personal choice is really quite like saying fighters suck and insisting on only using daggers in melee, or insisting on a two-hander rogue.
Particularly in something like HotDQ, which is high combat, and lots of lower level guys, sleep is super good. last night I ended two fights by dropping sleep. I prevented at least two rounds of combat and probably at least two party death's with them. Mr. Kobold has 5 hit points, +4 to hit, 1d4+2 damage, AC12. if you can pack them in like tuna cans, thunderwave is going to be better. but that doesn't normally happen. Sleep will almost definitely drop 3, and on average will take down 4. Do you want to be next to 4 kobolds? No. can your party take down 4 kobolds? maybe. Maybe not. I bet at least one of them gets through and does damage. With sleep - that doesn't happen. They go down and stay down.
This brings me to my next point - orcs are not the baseline anymore. Kobolds are. Orcs are cr 1/2, which means approximately 1 for every 2 people in your party at level 1. Kobolds are CR 1/8, which means 2 for every person in your party. Very big difference. Orcs have 15 hit points, kobolds have 5. Don't blame the spell if the monster tripled his hit points
Your spell choices say rough and tumble up close mage, and yet, I think you have the urge to stay back, based on your shocking hand comment. This is going to hinder your damage. You have, at level 1, close range, close range, protection, protect, limited use ranged battlefield control spell. Try mixing those up a bit - you don't need thunderwave and burning hands. The damage difference is insignificant, the area of thunderwave is better, and it has a push. It is, without a doubt IMO, a significantly better spell outside of stealth.
I would recommend (and probably through much telling me I'm wrong) against taking Mage armor at low level. Why? Well, it is a short cast, 8 hours duration, and solid AC. But at low levels, ever single spell slot has to have strong impact. You can feel that with your low damage rolls and how painful they are. +3 AC for 8 hours is good, but it just might not come up. If you have a good front line, it might not come up much at all. Staying in stealth, outside of 30' (and preferably outside of 60') is better. Stick to cover, play like you have a d4 HD.
Now, I like Fog Cloud, but... well... quite frankly, it's somewhat lackluster. It is fairly big, but it is limited use in combat. Outside of combat it's actually not bad at all, but, like I said, every single spell slot needs to be kinda best of breed when you have not gotten many spells yet and your slots are rare. It might work for you, but man, you gotta work for it a bit.
True Strike is quite awful. No one should take it. You can get the same thing out of an owl familiar that uses his own action on it.
Speaking of which, where is your familiar? Owl familiar has dark vision to 120', can carry 22 pounds, can give you a Help action outside of your normal action with little chance of reprisal, can drop oil flasks (hit the splash with a firebolt for a mini wall of fire) and has advantage on perception checks. He is quite wonderful, and you should have one.
Short of it is this - 5e wizards look like a 1-3e wizard with their classic spells and their vancian progression, but they share a good chunk with 4e wizards, and that was a controller. Their job is almost never to drop big damage - certainly not until high levels. Their job is to control, prevent damage, and make the lives of the bad guys very difficult so Mr. Greatsword Vengeance Paladin can skewer them. Sorcerers and warlocks are now the damage at range guys, and it shows. Your cantrips are your major encounter-to-encounter damage until you get to mid levels. Once you get some slots (certainly at least 1 slot per encounter), you need to apply very careful consideration to every slot.
If you have not read this guide - http://community.wizards.com/forum/player-help/threads/4157906 - is quite good. Lots of active commentary, and lots of folks (including myself - I did not write most of it, but I made some small suggestions) willing to answer questions, make recommendations. Everyone there likes wizards a lot.
My own experience with HotDQ as a gnome wizard - sneak sneak sneak, minor illusion to distract guards prevented one combat, got us surprise in 2 more combats, ended 2 combats with sleep, provided advantage on attack which dropped guy using familiar, provided flaming area using familiar that allowed grapple to use move action to burn cultist to death, preventing his action. I would say, if I was to give a performance review - my admonishments to sneak saved at least 2 lives, my minor illusions saved 2 lives, my sleeps saved TPK twice, and my familiar dropped 2 guys. Not bad at all for not doing any direct damage. I am Batman.
Sleep's big thing is not that it has a big area, it's that it is efficient at removing guys from the fight. 5d8 HP averages to 22.5HP - which can drop a lot of things. It doesn't have to drop lots, although it can, but it will almost definitely drop one thing for certain at low levels - no save, you go down. At low levels, this is a much bigger deal than 2d8 or 3d6 damage. Those one's might help your party drop something quicker, but initiatives are as they are and dropping one guy is almost always better than damaging two. The counterexample is where you can guarantee that the two are going to drop before they attack.
I get that, as you say, sleep is not your wizard's thing. But saying wizard's suck when you deliberately dismiss the single best first level spell out of personal choice is really quite like saying fighters suck and insisting on only using daggers in melee, or insisting on a two-hander rogue.
Particularly in something like HotDQ, which is high combat, and lots of lower level guys, sleep is super good. last night I ended two fights by dropping sleep. I prevented at least two rounds of combat and probably at least two party death's with them. Mr. Kobold has 5 hit points, +4 to hit, 1d4+2 damage, AC12. if you can pack them in like tuna cans, thunderwave is going to be better. but that doesn't normally happen. Sleep will almost definitely drop 3, and on average will take down 4. Do you want to be next to 4 kobolds? No. can your party take down 4 kobolds? maybe. Maybe not. I bet at least one of them gets through and does damage. With sleep - that doesn't happen. They go down and stay down.
This brings me to my next point - orcs are not the baseline anymore. Kobolds are. Orcs are cr 1/2, which means approximately 1 for every 2 people in your party at level 1. Kobolds are CR 1/8, which means 2 for every person in your party. Very big difference. Orcs have 15 hit points, kobolds have 5. Don't blame the spell if the monster tripled his hit points
Your spell choices say rough and tumble up close mage, and yet, I think you have the urge to stay back, based on your shocking hand comment. This is going to hinder your damage. You have, at level 1, close range, close range, protection, protect, limited use ranged battlefield control spell. Try mixing those up a bit - you don't need thunderwave and burning hands. The damage difference is insignificant, the area of thunderwave is better, and it has a push. It is, without a doubt IMO, a significantly better spell outside of stealth.
I would recommend (and probably through much telling me I'm wrong) against taking Mage armor at low level. Why? Well, it is a short cast, 8 hours duration, and solid AC. But at low levels, ever single spell slot has to have strong impact. You can feel that with your low damage rolls and how painful they are. +3 AC for 8 hours is good, but it just might not come up. If you have a good front line, it might not come up much at all. Staying in stealth, outside of 30' (and preferably outside of 60') is better. Stick to cover, play like you have a d4 HD.
Now, I like Fog Cloud, but... well... quite frankly, it's somewhat lackluster. It is fairly big, but it is limited use in combat. Outside of combat it's actually not bad at all, but, like I said, every single spell slot needs to be kinda best of breed when you have not gotten many spells yet and your slots are rare. It might work for you, but man, you gotta work for it a bit.
True Strike is quite awful. No one should take it. You can get the same thing out of an owl familiar that uses his own action on it.
Speaking of which, where is your familiar? Owl familiar has dark vision to 120', can carry 22 pounds, can give you a Help action outside of your normal action with little chance of reprisal, can drop oil flasks (hit the splash with a firebolt for a mini wall of fire) and has advantage on perception checks. He is quite wonderful, and you should have one.
Short of it is this - 5e wizards look like a 1-3e wizard with their classic spells and their vancian progression, but they share a good chunk with 4e wizards, and that was a controller. Their job is almost never to drop big damage - certainly not until high levels. Their job is to control, prevent damage, and make the lives of the bad guys very difficult so Mr. Greatsword Vengeance Paladin can skewer them. Sorcerers and warlocks are now the damage at range guys, and it shows. Your cantrips are your major encounter-to-encounter damage until you get to mid levels. Once you get some slots (certainly at least 1 slot per encounter), you need to apply very careful consideration to every slot.
If you have not read this guide - http://community.wizards.com/forum/player-help/threads/4157906 - is quite good. Lots of active commentary, and lots of folks (including myself - I did not write most of it, but I made some small suggestions) willing to answer questions, make recommendations. Everyone there likes wizards a lot.
My own experience with HotDQ as a gnome wizard - sneak sneak sneak, minor illusion to distract guards prevented one combat, got us surprise in 2 more combats, ended 2 combats with sleep, provided advantage on attack which dropped guy using familiar, provided flaming area using familiar that allowed grapple to use move action to burn cultist to death, preventing his action. I would say, if I was to give a performance review - my admonishments to sneak saved at least 2 lives, my minor illusions saved 2 lives, my sleeps saved TPK twice, and my familiar dropped 2 guys. Not bad at all for not doing any direct damage. I am Batman.