I have played all Avernum games on Torment which was difficult, but not mind-wrenchingly so. Geneforge on Hard was plenty difficult. I agree that Avadon gets harder over the course of the game, and the first few major quests are fairly easy on any setting. As for Dexterity, I don't bother with it much in Geneforge, because I never really have any accuracy problems as a Shaper (I send my creations across the map to wreak havoc), but it could be useful to Agents and Guardians. I believe, however, that it is better to have a permanent increase in health (Endurance) than a greater chance to avoid blows.