As surprising as it might seem, the game is likely to get easier for you, not tougher. You'll see what I mean when you see the last few major confrontations for yourself. Fighting High Threat Constructs at low level is about as tough as the game is ever going to get. (They are called "High Threat Constructs" for good reason.)
I don't like Vhailor much. I like to keep Morte, Dak'kon, Annah, Fall-From-Grace, and Nordom in my party. Vhailor is not uninteresting, but he is less interesting to me than the other NPCs. Besides, if you gain a lot of experience in the Rubikon and UnderSigil, Vhailor (a 10th level Fighter) will be pretty weak in comparison when you meet him.
SPOILER
The main value in having Vhailor in your party is that a lawful character can gain extra Strength points by talking to him. The more lawful you are, the more points you get. That might be a good reason to let him into your party temporarily, but I wouldn't pass up any of other NPCs just for that, and I wouldn't leave them behind to make room for Vhailor.