My next playthrough, I'll probably go with Stealth, Lockpicking, Hacking, Dodge, Evasion, Mechanics, Electronics, and either Crossbows or Guns. I might drop Hacking for Chemistry.
I've found that in general, it's best to constantly max all of my skills. You pick eight, with maybe a sideline or two here and there, and that's about it. Slack on the weapon skill more than once and you're pretty much whiffing, slack on Dodge and Evasion and you're going to get hit quite a lot more, etc.
Speaking of Psi, I just reached the needful area of the Junkyard... and holy cow, no wonder a couple of people mentioned they'd thrown their hands up in frustration upon reaching it on the Shoutbox the other day. I have absolutely no idea how anyone who isn't playing Psi, and preferably Psi and Stealth, could possibly make it through there. Maybe if they're loaded down with grenades? I ended the furry welcome wagon with 9 health left and all my Psi exhausted. Good Lord. I can't fathom how anyone with just Guns or Crossbows and no Stealth or Psi could survive that, not at that point in the game. I can maybe see melee with a fucking amazing sledgehammer and fantastic gear, and at least one +150 health hypos... maybe. I dunno, haven't played melee yet.