Try to level up most of the skills under 45 without spenting any points there, sometimes it's hard but it's worth it, especially for classes with low or medium amount of skills per new level.
Why 45? Because it's a in-game limit for all non psi skills and you can't improve your skills after 45 just successfuly using them, only with skill points.
If you are stucked on some of them and going deeper making it's more diffcult to level up them "naturally" till 45 - bust them with a point to compensate checks growing with each floor on most of non combat skills - that would give a chance, because all of them leveling 100% - on successful interactions and with a low chance - on fails (seems like <5%, maybe just 1% chance).
If you have enough food - you can level up most of the melee weapons working without charges - just press Ctrl and attack any free tile near your till you to get a proper result. Your weapons won't be damaged in that way.
Try to keep leveling chosen skills in balanced way after 45, don't put too much points every level into the same scavenging skill (there could be some exceptions for that but they are rare), because successful interaction means access to the various good objects and to the various loot - from the ingridients and ammo, to the armours and weapons. It's also about some amount of XP gained for any successful act. Also keep in mind tools or items boosting skills if have any - it's also a good reason to delay leveling of some skills or make it not so often, due to their boosts.
Most of the weapon skills useful in many ways due to your starting class, but don't put too much points into Knifes. Sometimes you don't need to put there points at all, because really good knifes are rare, and blades/melee is more preferable oftenly, but situations can variate due to a random factor.
Why melee? Because of such things like Warhammers, Crowbar - still better than most of knifes due to durability & Mechanical skill bonus, even with such a poor penetration, Claws - especially Adamantium - one of the best key items to survive till the end, and a simple unarmed attack depending on your class - fighting proteans in Enviro Suit with a bare hands is great, but cost some extra time, which means extra food.
Spears are obviously rare and most of them have some racial penalties, so leveling this one is under question too, even with a 2 tile attack range - do it only if you have a few of them with you and/or have some top ones.
Blades are great, also having AoE attack sometimes. If you would craft Admantium Sword - you made a half way to beat the game and would save a tonns of ammo like in case with Adamantium Claws.
Choose Psionic skills wisely according to your class and it's base values there. They natural grow values aren't limited to 45, but don't expect to level up them fast till 100 in "natural" way, because chance of that is too small. There are also no reasons to level up them to the maximum using free skill points, because unlocking 4th spell in any school means that there are no real reasons to spent precious point on the skills there anymore and it's better to let them grow in "natural" way, spenting points for more important skills.
Don't choose too much Psionic Schools if you have small amount of skills per level - that would only slow down getting some useful abilities, which may be vital.
more useful tips coming soon...