Actually, the three ways to get in varied and quite different. For the longest time, I had no clue how to kill him as a fighter. Then I used some logic on what a fighter would do:
Fighter: kill the guards on the door. (that's the fighter way, right?) You fight them one at a time and can charge through the front door easily. You can figure it out from getting past Khaveen.
Wizard: levitate. (Wizards use spells. Duh!) I always end up in the same place, running through the hallways and at a balcony watching Khaveen pace across the pizza elemental summoning circle. No more spoilers for you. (May only work without thieving skills)
Thief: I always found this way the hardest to initialize. You use the rope. But you have to use it just before the eunuch decides to turn around and see you sneak in the window. After cutting through the harem, though, the steps are fairly logical. It's the most arcadish, I'd say, but still fun.

Now, a question: How do you dispose of the living statue in the summoning chamber as a fighter? I've heard a rumour about the statue as a wizard that since he's magical <static in transmission> and he crumbles to ash. I assume there's a way to do this as a fighter and not be forced to run away (like I always did). Someone shed some light on me?