Today, I ran into a treasure goblin in the keep (A3) and went into pure SC mode – popped WOTB, ran through piles of trash mobs, and finally used leap to get to the little jerk. Satisfied with the yellow that dropped, I realized that my CDs were gone and I was surrounded by a ton of enemies, including two elite packs. Not overly concerned, I started hacking away at the mob when I was hit by some of those green guys who blow up in your face. Suddenly, I was down to 10% health and realized the full gravity of the situation. Anyways, with a bit of luck, a potion, and getting out of dodge, I survived to tell the tale ;)
I've already learned the most important lesson from this encounter: never chase a goblin into a dark corner of the map!
Beyond that piece of wisdom, what sort of advice do you have for killing treasure goblins without killing yourself in the process?