I used to play fighter, but I started a mage recently. However, I end up playing the mage just like what I did for the fighter.... Run into the crowd then AOE / bolt, the only difference is mage do has some long range bolt which may take out some mod before they hit me.
I guess it is still ok while I'm in the low level, but I think this may not works when I get higher level and facing tougher mod. What is the right way to play a mage?

Run into the middle of mobs, Gaseous Blast, Ring of Fire, then spam Shadow Lightning with Improvement. Chug pots when necessary.

That's the easiest, most expensive, but also fastest way.

You also need end in the lower lvls of BSoL. Once you get around 12k+mana, no more end, or atleast that's what I did. Take a look at my character sometime, he's a mage, and in my signature.

Group would be the easiest. Make sure u have meatshields.

Personally, I always put everything in INT and get my END from equipments. Adjust the amount of END you have whenever you get a new level of BSoL. You might need quite a bit of END at first, but as your BSoL increases in level you should need less and less END.

umm what i would do if i was you try to collect armour with all one bonus such as fire then use that spell such as fire bolt then find a few tanks to take dmg and spam fire or ice or shadow

I play a pretty straight Pyromancer/Shadow Mage with the starting skills and augmentation. (Check the wiki at http://thetownstons.com Under Builds>Pyromancer Toasting Rotgut for the whole build.) When running solo I just blast off with Fire Bolts and can usually take out a couple of mobs before they even get to me. Then I hit Ring of Fire and alternate Fire Bolt and Shadow Lighting as they surround me.

When I'm in a group I hold down the shift key and let the Meat Shields protect me while I blast away. Works even better.

Lately I have acquired Monster Bait and often play the Pyromancer essentially as a Ranger, standing back and blasting away!

The nice thing about a mage is the ability to change attack modes to suit the situation and the particular monsters.

Alright there is never truly a wrong way to play a character, there might be more effective ways of playing a character.

I've been playing mage since summer of 07 and found there are several effective ways to play mage some which have already been mentioned above.

One is to go full int and find shoulders/helm/armor/gloves/boots/rings/amy that all give the same bonus and are full int or high int/little end. Which will give you whatever element u decided to go to great damage.

The more recent way i've gotten into is finding pieces of armor that split end/int 50/50 and give bonus dmg to my two favorite elements, currently fire/ice. The gear is a 50/50 split but im full int as point wise is concerned. It also works especially well because there are specifice rb's for fire/icers. Merlins, Gandolts, Soreums, Murducks, Dunce when all combined without any buff also give me 777 fire res and 777 ice res which I find fantastic when farming abby or ratsputin.

If you decide to go another element than shadow, lets say ice for example the most effective pot saving method, and yet still very quick. Is to have monster bait with the passive on your tray, combined with Chilling touch (For fire Pyromania) and Bsol, gaseous blast and ring of fire. You simply cast the bait fairly ahead of you and watch all the monsters swarm, once they do you simply stay back and nuke them with ice shards/firebolt. Then when they come your way feel free to drop them with gaseous and ring of fire.

You just got to find a build that suits your style of play, keep in mind there are no cookie cutter builds in DR as you may have experienced in other games. Personally I would recomend just experimenting around and finding something that suits you.