It's really quite easy to win with a Mage in BG. Easier than most classes, actually. Of course, a Dual-Class Fighter or Rogue to Wizard is better, since it's like paying 1 LA for TONS of HP, the ability to use a lot of useful items, and STEALTH+BACKSTAB.
Kensai/Wizard dual-class isn't half-bad, really. You can't wear robes, but you're really good at hurting people with your super-buffed mage if for some reason they're hard to affect with magic.
It always made me laugh when I could do a x7 Damage Backstab with an Assassin, too. It's fun to see chunks of Mage flying about after a single hit. Assassin => Fighter was even scarier, since you could even stay and fight after. if they somehow lived.