What you can do is import your character in to your next game or create a whole team of custom characters to help your imported character in multiplayer. Once you go to the last city theres pretty much no going back so do everything before you kill bodhi. Your imported character keeps all stats and experience but loses his items and the beginning of the game. You can get around this by pressing pause while your game is loading then when you get to the dark screen go in to your inventory and dump everything on the ground then when imoen releases you pick it back up. Unfortunately all your romances and npc's will be reset to before you met them.
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Welcome to hell.