Max crossbow at start, max stealth for convenience until level 12-14 (or you can stop earlier for raising crafting faster), 25 traps at level 4 for quick tinkering a bit more later when you have room, 30 throwing at level 8. You do not need to raise psi from level 1, it is very useful to raise temporal manipulation near/just after the end of depot a to 45/55 and psychokinesis to follow as well. Chemistry and biology at 20 effective from level 1 then when you can afford it.
Lockpicking and hacking max to your desired threshold from level 1. Crafting > first and fast mechanics for cyclon and kits, electronics at least 25 for AA scope and tailoring if you have space...
Pickpocket and mercantile are also very worth the investment on early levels.
Crossbow are not crazy demanding on skill points, you have room for mistakes if you focus on relevant skills.
Hope it will help.