First of all, I'm assuming this is on pc, so untrain yourself in pistols for some extra xp (as soon as you start the game you automatically get re-trained in handguns anyway). Then train yourself in rifles and hacking, those are essential.
Don't ever bother with swimming, medicine or environmental; swimming is utterly useless, environmental only offers the occasional bit of extra protection and requires you to waste inventory space on suits all the time and medicine, well, just don't get shot and you'll be fine (the regen aug later also negates any need to use healthpacks at all). I'd suggest at least getting trained in lockpicking and electronics at least 1 level, to save yourself some tools, but some deft use of quicksave/quickload can save yourself even more items (I can practically walk through this game with near full stacks of lockpicks and multitools and still get every door unlocked even at the "trained" level). Also those 2 skills are expensive as shit to train so it's best not to rely on them too much. If you pick a door, find out that what's behind it isn't worth it then it's best to quickoad and save the picks, or even if it's worth it then usually a single rocket to the door is a much more cost effective means of getting to the loot.
Other than that, heavy weapons is a good one, for the occasional bot and you may want to add 1 level to demos (or just carry some emp grenades, which are just as effective at low levels as they are at higher levels). Melee is also useless, especially once you get the dragons tooth, which kills things dead in 1 hit.
Basically get rifles and hacking maxed asap, add 1 level to hacking and electronics, then focus on heavies. Anything else is highly ineficient.
As for augs for later on (starting from the head down); aggressive defense (blows up rockets and mines from a distance), vision enhancement (seeing through walls anyone?), microfibal muscle (super strength), regeneration (super healing), toxic resistance (immunity to poisons (it's either this or aqualungs)), recirculator (keeps augs running for longer), ballistic defense (reduces damage from bullets and blades), cloak (invisibility) and speed enhancement (super running, jumping and the ability to fall from huge hights without damage).
If you also incorporate the fabled "Jesus Mode" glitch later on this will effectively make you into a walking tank-god of a truly unstoppable nature, your only weakness being energy weapons, and even they can be healed from easily enough.
Alternatively, do what
this guy did.