Arx is very good. I am playing it again myself at the moment.
There are not too many real character development choices in Arx. My take on your options is:
Fighter
I think pure fighters are sort of boring in Arx because it is a magic-oriented game.
Get your Strength to 14 as soon as you can to use the best weapons/armor.
Dexterity and Constitution of 10 are desireable, increasing Con more with level-ups if you need it.
If you do not want to use magic, ignore Intelligence and raise Object Knowledge by putting skill points into it directly. If you want to use some limited magic, getting Intelligence to 8-10 will help. If you lack points, consider having less Dex (first) and Con (second).
Mage
The easiest character to play because magic is very powerful. Also, raising Intelligence improves many skills, including the useful Object Knowledge.
I would put a few stat points into Con, making it 8-10, and the rest into Int. If you want to fight to any degree then Str 8 gives you access to more weapon choices.
Thief
Playing a thief is the most challenging because you have more skills to juggle. Both Stealth and Technical require a lot of points to be effective and you want to get them to 50+ early on. This means you lack combat and magic skills. The plus side is that you can go almost anywhere because you can open many locks without finding the key.
Dex is the obvious choice of stat for a thief, but I think it is overated. If you are going to use Bows then Dex is useful because it helps increase both Stealth and Ranged. But there are only 2 bows in the game and playing an archer (actually a poison-archer) gets hard later on.
If you go the melee route I would choose Str over Dex; however, if you want to use some magic as well I would choose Int because it influences the most skills. Be aware that casting a spell usually knocks you out of stealth, so a stealthy mage has its drawbacks.
My personal preference is to put Str and Con at 8, divide the remaining points between Dex and Int and then raise Int at level up. I spend a lot of skill points on Stealth and Technical early on and then raise Casting later. I tend to start combat with a backstab and then switch to magic.
Fighter-Mage
The best skills are Object Knowledge, Casting and Close Combat. If you start with 8-10 Str, 6 Dex, 8-10 Con and as much Int as possible then you cannot go too far wrong. At level-up, raise Int and spend skill points to keep the above three skills about even. Depending on your preference, you can spend more or less points on each skill. You need 70 in Object Knowledge, but Casting and Close Combat can be anywhere from 50 up, depending on taste. Since you are using both magic and melee, you will be able to handle any situation without much difficulty.
If you want to raise Technical skill to be able to open more locks, you can sacrifice some Casting and Close Combat to do that. Given that it is better to get high Technical early, you should probably focus on Object Knowledge, Technical and Close Combat and then raise Casting later on.
Of course, there are alternatives. In terms of what stat to focus on, the best idea is to figure out which skills you want to focus on and then look at the stat that influences them the most.