1) Get the Water Works (WW) gear to help build up your damage (there are other areas that can be farmed for gear if you so choose).
2) Build a damage pet. You can go to the kiosk to find the pets that best suits your play style.
3) Focus more on damage spells that does life steal because it is the best way to heal. On my death, I rarely use attacks that only use damage. When I run into mobs and bosses that shield a lot, I use Deer Knight (DK). If you don't have DK, then use Poison (Bone Dragon can work too, but it costs more pips). As your armor piercing and critical increases, the less you will need to use these damage over time (dot) spells.
I hope these suggestions help you. Good luck to you.