The more money you can collect, the more you can equip yourself for subsequent missions. Even when you've met your goals in terms of your objectives of stealing, grabbing additional loot is always worthwhile.
In many of your missions, you'll be required not only to achieve a major goal but also to steal other items of worth. Skillful theft, and not combat, is the main goal of Thief. Using them to douse torches allows you to set up ambushes in areas that would otherwise be bright, making you easy to spot. One of the more useful items you carry on virtually every mission is your water arrows. Unless an area is brightly lit, try to stick to the shadows as much as possible, even when there are no apparent enemies around. If an enemy hears you but can't see you, there is no way he can attack. Staying in the shadows and using your ability to hide will keep you out of almost as many fights as moving quietly.
Like stealth, you can use darkness in several important ways. Because of this, even alerted enemies are easy to kill by sniping. Most of the time, enemies alerted to your presence by an attack or noise will look on the same level that they're on. Whenever you can, attack your enemies from above. One of the real benefits of these arrows is that they allow you to get above your enemies. Rope arrows are more than simply a method of climbing up to hard-to-reach places. If your enemies don't know you're in the area and their guard is down, they will often fall to a single strike of your sword, a well-placed arrow, or one shot with your blackjack. Attacking from surprise is a tremendous benefit to you. The natural accompaniment to stealth is surprise. Your moss arrows will come in very handy for helping you stay quiet on otherwise noisy surfaces.
Sound carries, and walking on a tile or metal surface makes considerable noise. This is especially true if your enemy currently has his back turned. If your enemies never hear you coming, they won't know to turn around and look for you. The best way to avoid combat is to use stealth, period. Strategies for the Hard and Expert levels are included in Prima's Official Strategy Guide as well as all the information you need to master Thief: The Dark Project. This guide provides some basic tips as well as a quick walk-though of each of the missions at the normal level.