First of all, I'd like to say that this is a FANTASTIC game, and I've been recommending it to all of my friends, as well as promoting it where possible. Seriously, beautiful work and I can't wait for the final product.
That said, I've played the demo about 10 times, and finally updated to 1.6 to come up with a list of "useless" skills for the "min/maxer".
I haven't touched the psychic stuff yet, but a new character, I generally pump what I can into Perception, and Intelligence, and a min. of 6pts (can upgrade to 7 later) for assault rifles. Other skills are dropped to 3 or left at 5 because they serve no purpose for a general gunslinger.
Crossbows are a very nice sniper alternative with a lot of good utility bolts, but they feel very much like a "secondary" weapon to carry around, with your primary, due to the penalties to move and shoot and CQC, leaving guns at the top. Assault rifles are pretty much the best guns at the moment due to high range, high power, and low AP cost. There are of course setbacks (no knee shot, STR requirement, etc.) but if you're building your character based on assault rifles, then it's not that big of a loss.
I couldn't find a way to use stealth effectively in the game, because any action would bring me out of stealth, and there weren't any bonuses for attacking from stealth (that I could notice) so eventually it went on my "scrap" list. That meant pickpocketing was useless too.. (and you can't even use it in combat mode). The problem with stealth is that outside of combat (for thief/burglar characters) NPC's are constantly running stealth checks on you, where as in other games, once your stealth is high enough, you're damn near invisible unless you're in broad daylight and standing right infront of them. I know this is all due to balancing, but in the end, I just tossed stealth altogether.
Melee only runs proved to be nigh impossible, as my melee only character died repeatedly at the first 3 bandits from a certain quest. I reloaded and tried stealth, and every tactic I could possibly think of, but it all ended up with me getting my face shot off before I could land an attack. It was FANTASTIC in the early game with all the rats attacking me directly, and being able to run up to psi-beetles, but when fighting enemies who used guns, I get obliterated. There's a good chance I built my character wrong, but at that low of a level (3-4ish) I shouldn't be getting killed in 1 turn. It also makes melee seem like a "secondary" skill, to have along with your primary. It'd pair well with crossbows, actually, which is something I"m going to try on another char.
The crafting skills..
Mechanics and Tailoring are a MUST MAX because almost everything requires mechanics for weapons, and tailoring is incredibly useful for helping you scrape together cash in the early game, as well as providing useful armor in the later game. Mechanics was very situational... if I were running a crossbow build, I'd definitely take it, but for my current run, I've ignored it completely. Biology, I left it at 20 for the feat to use bandages to heal, and that's it. Crafting hypos takes a ton of ingredients, and it's just easier and more efficient to buy them in the early game. Biology, I'm slowly leveling it for specific armor, and to try out chemical weapons to see how they fair.. so it's iffy on that.
Persuasion, Intimidate, and Mercantile. They're all very optional, as the game isn't complete yet i'm sure there will be many occasions for them, I personally just max mercantile to help my character early in the game.
Oh, and traps. Trap skill, I constantly level it when I have points to spare, because detecting traps is too useful. It's made the difference between life and death, especially when killing a certain to finish a quest at the end of alpha.
Just my impressions so far, as someone who likes to find the absolute "best" and trim the fat for builds where each point matters, that's what I've come up with.
All in all though, this game is INCREDIBLY balanced from what I've seen, and compared to other games (where one option is flat out better than the other *coughfallout3cough*). It's also incredibly difficult, and I love it for that. I died 15 times against my first mutant, until I learned to set caltrops and use knee shots whenever possible. Still very difficult, but it was worth it.
Again, fantastic game, eagerly awaiting the next alpha release, and i've convinced about ~15 people to atleast try the demo, with one of my RL friends saying he's buying it next paycheck.