Among my playgroup, improved initiative is a popular choice for a 1st or 3rd level feat, but why?
The most obvious reason for taking improved initiative is for a better chance of going first in combat. However, this is really pointless for most characters. Let's look at an example:
A party of four characters (fighter, rogue, cleric, and wizard) vs four opponents appropriate to their level.
Scenario 1, the fighter goes first: You've rolled initiative, and the fighter gets to go first. Good, right? Well, it depends. If the enemies are in a hallway and the fighter can block the path to the rest of the party, then yes, otherwise, what is the fighter going to do? Charge the nearest opponent? If the fighter rushes into melee with an opponent, he attacks, maybe he drops an opponent, but most likely not if you're level 3 or higher. This leaves the fighter in a position to get ganged on by four opponents. It also means that if the rogue wants to get into melee in order to sneak attack, the rogue now has to go to the enemy. If the cleric or wizard wants to buff the fighter, they also need to expose themselves to the enemy. If the wizard wants to use an area spell, the fighter is now in the way.
Good: You've drawn aggro away from the team
Bad: You've put yourself in a position that makes it harder for the team to support you
Scenario 2, the cleric or wizard goes first: So, what happens when a caster goes first? Lots, actually. If the enemy is in a hallway, the wizard could use a wall spell to block off the enemies, enabling the party to fight them one at a time, or engage them with ranged attacks while they're trapped behind a spell. If the enemies aren't in a hallway, the wizard or cleric can pass out helpful buffs to the team before the enemy gets to act, thereby making it harder for the enemy to hurt the team.
Good: The team is still together to support each other, plus a buff before enemy attacks can often reduce the number of hits the enemy scores on the party or reduce the damage dealt
Bad: Nobody has drawn aggro away from the casters, but if the enemy rushes the casters, they're now up close to the fighter and rogue, still a win
Scenario 3, the rogue goes first: Sneak attack. If the rogue goes before the enemy, the enemy is flat-footed, so the rogue's attack is a sneak attack without needing to set up flanking positions.
Good: Automatic sneak attack
Bad: Not much, because the rogue can use a ranged sneak attack and doesn't have to expose himself to the enemy
In the above scenarios, the party is in a better position if the cleric, rogue, or wizard acts before the enemy, but when the fighter acts before the enemy, it doesn't really matter except when the fighter can block the enemy's access to the party, and honestly, the right spell from the wizard could accomplish that.
But, when the fighter goes first, he deals damage before the enemy! So? In D&D 3.5, dealing damage that doesn't drop an enemy to 0 HP doesn't make them any less effective in combat. Plus, after the first round, the initiative order isn't very important anymore, because you're just alternating turns at that point.
Now, the best scenario is that the entire party acts before the enemy, however, the GM isn't required to tell the players what the enemy's initiative is. So, in scenario 1 above, should the fighter delay, not knowing if the rest of the party acts before the enemy or not? I would say the best option is to take a readied action. The fighter should either position himself in front of the party, or near the weakest character (probably the wizard, maybe rogue, depending on positions) and declare a readied action to attack the first opponent to get within reach. The benefit of this is that he stays close to the party for support, he doesn't risk getting caught in the casters' area spells if they end up acting before the enemy, plus melee-based enemies have to either attack him and get hit by a readied attack, or try to get past him and take the readied attack plus an attack of opportunity.
Should a fighter take improved initiative? Eh, probably not. A fighter should spend more time worrying about his combat feats. That's not to say he should never take improved initiative, but there are plenty of other feats that are more important for a fighter.
Should the cleric or wizard take improved initiative? Definitely. Casting the right spell before the enemy even acts can make a huge difference in the upcoming fight.
Should the rogue take improved initiative? Probably. Getting in a sneak attack just because the target hasn't acted yet is nice, but other than that, the rogue doesn't benefit any more from improved initiative than the fighter.
What about the classes I haven't mentioned? Well, if your primary role is to cast spells, and you have either area effects, buffs, debuffs, or a way to alter the battlefield, then you'll want improved initiative. If your primary role is to swing a big stick at the enemy, you could care less in the long run.
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