Here are my thoughts regarding the OP.
Snipe attack scales with stealth, so in addition to the obvious advantage of picking your fights, stealth also helps you in combat directly if you go for sniper or crossbow build.
In 0.1.6.0 crossbows are so damn powerful. In the new version I had to nerf the special bolt damage across the board.
Melee is pretty ok for sledgehammers and knives I think. It doesn't have enough feats to support it well yet, but it is more than viable atm. Unarmed needs love, but I'll talk about that later (in another thread).
I beat the three bandits you mentioned unarmed melee + 1 grenade no problem, but I agree that this encounter might be a bit too hard for how early you can reach it.
Crafting will help you a lot in the new economy (0.1.7.0), also there will be stuff in the future (such as weapon/armor mods) that will only be available through crafting.
Social skills are hard to balance (except mercantile) as they require specific content to be useful. I'm trying to integrate them in some of the mechanics of the game as well to boost their usefulness. Bear with me on this one.
Stealing is broken, I'm fixing that soon, I promise.
@Major_Blackhart It's
bonus 200%, or in other words 3x. And that's some sick armor you've got there