Hi, i fought Sarevok in the final battle but now as i want to continue to explore the sword coast, there is no save from that point.
How do you continue with your own party anyway? There is, however, the expansion save but thats a different party.
How did anyone else proceed after the ending? I mean i would like to use my own party with all the stuff i accommodated over time.

Once you kill Sarevok, then BG1 is done; no more playing it. You can go back to an earlier save, but there is no post-game. I figure they hard-coded that in prior to the release of the expansion and as a result you'd have to do the expansion first (with bosses that are ironically harder than Sarevok and his goons) *THEN* kill Sarevok. What I'd do is take the save in the Undercity and just leave back up towards Baldur's Gate and then when you complete the expansion *EXPORT* that character. Baldur's Gate 2 of course will still assume Sarevok is dead, but that hardly matters; only a few things actually carry over to the sequel, and your stats are one of them.

The only other thing that legally transfers over are the Golden Pantaloons.

If you have Tales Of The Sword Coast installed, you can use the final save. The 'Final Save' occurs just before you enter the temple to fight Sarevok, NOT after. Create a new game and load your final save, then walk back out. You have to imagine that Sarevok is dead -- do NOT go back into the temple.

Alternatively you can enable the console and type in:

CLUAConsole:SetGlobal("MissionPackSave","Global",0)

That should take you to Ulgoth's Beard.

omg... thats a little disappointing, isn't it. But ok.
Thanks for the tips guys. I will do that and continue my journey. :)

There IS another way. If you have BGT installed, the game does not end with the death of Sarevok. You are free to roam around at will. Just be sure you do everything that you want to do before you go back to speak the the Duke in the Palace, as that will trigger the transition to BG2.

Other items carry over as well http://www.forgottenwars.com/bg1/miscellany.htm

I played a little into the game and i imported my character according to hickory. Worked fine. Didn't know about that "feature". :)
I wonder if you can import again perhaps..

Thanks guys for the tips. Was helpful.