Grimrock

After the river I went north to Sleet Island and then into the cemetary. Clearly there are things I need to find to go back to open certain doors and such, so I realize this isn't linear.

What order do you advise I should visit places? I tried to go to the bog but was blocked by something that took no damage -- I assume I will find someone somewhere along the way to get rid of it...

I would say go to the Bog, Ruins, then the Cementary

You'll only be able to visit a small portion of the cemetery if you haven't found the clue to opening its main gate (and don't use a spoiler/walkthrough to bypass that), so while you can visit the western periphery of it, you won't be doing much there until later.

Of the ruins and the swamp, the swamp often seems to be the more 'natural' progression path, but I ended up clearing out most of the ruins first and that worked just as well. Which area you find easier will depend in part on what your group looks like, since the enemies in each area present different challenges. You don't have to deal with an area fully the first time you visit it, either; the easiest path is to alternate between the two, pushing a bit further each time.

If you have a caster with elemental access, the swamp is probably easier to handle but there are 2 possible parts that will be quite painful. Ruins on the other hand, offer a longer map that doesn't have much difficulty spikes.

I would suggest ruins first then archives, followed by bog and then sewers.