The basic consensus on "what's good, what isn't" is as follows:

Standard Weapons -- stupidly overpowerd, particularly the assault rifle. If you want to make your life easier, max standard weapons and combat will be a cinch.
Energy Weapons -- highly situational in its use. The EMP Rifle, for example, is outstanding against robotics, but useless against anything else.
Heavy Weapons -- the grenade launcher is awesome; the rest not so much. Potentially worth the initial level for access to the grenade launcher but there are definite diminishing returns after that.
Exotic Weapons -- useless except for the Crystal Shard, which only requires the first level, although it does require several levels of Research in order for it to be usable.

Hacking -- Hacking is to the tech skills as standard weapons is to the weapons skills: get it.
Repair -- useless. Repair only comes in handy maybe a half dozen times in the ENTIRE game, and there are about... a half dozen one-use auto repair units to find.
Modify -- less uselsss than repair, but the 5 or 6 French-Epstein Devices that are in the game should satisfy your weapons modification needs. If you use a wide variety of weapons, grab the first level, which will let you get the first upgrade on most weapons, and use the F-E to get level two.
Maintenance -- essential. Not only does it let you keep your weapons in good condition, and thus stops them from jamming, it also increases the max charge of your electrical devices, making it feasible to wear the Powered Armor all the time, only resorting to batteries during the end game, when rechargers are very rare.
Research -- grab one level and the labtech implant and you'll be fine. Higher levels are only necessary if you want to go the exotic route, but then, why would you want to do that?

PSI -- certain powers are incredibly handy, certain powers are even more useless than repair. The pure psi build is VERY difficult to be successful with, at least for a beginner, so I'd recommend either ignoring PSI or only dabbling during your first play through. If you do choose to dabble, the most cost-effective abilities are on the first three tiers. Useful abilities on those tiers include, psi shield, adrenal amplification (increases melee damage by a factor equal to your PSI stat), psi strength, psi cyber affinity, psi health regen, molecular duplication (dupes ammo and hypos for a nanite fee), and electron cascade (recharges your electrical devices). Note that if you only want abilities from tier 3, you do NOT have to purchase tiers 1 and 2 as a prerequisite: just buy the tier of the abilities you want.

edit: I forgot stats!

Strength -- best stat bar none. More melee damage (you MUST make use of melee when you can if you want to have the ammo for real fights) + more inventory space = worthy investment.
Agility -- helpful for melee fighters, as it makes it easier to dodge and circle strafe enemies, but that's about it. The kickback reduction is only marginally helpful. There's a possibility that agility increases ranged damage, but it might just be my imagination. If it does in fact do that, then it's more viable.
Endurance -- not that useful. Extra HP is nice, but the increase is so marginal that it won't make much of a difference, particularly on Hard or Impossible. Toxins and Radiation are so rare as to make the increased resistance a non-factor.
Cyber Affinity -- essential for hackers, useless for everyone else.
PSI -- essential for pure-psi, and grabbing a level or two is handy for psi dabblers.