In another thread someone suggested a Chuck Norris/Ninja build, with maxed toughness, MA, and stealth, and 10 ranks of tech. I've just unlocked Veteran and I'm trying this out in my current game. I haven't built a stealth character in any previous playthroughs, so I'm finding it to be a challenge, but a fun one. I'm considering maybe a couple ranks of shotgun in case things get messy.
I heard shotgun is kind of redundant since you have MA for tight quarters situations. Maybe a lil' pistol instead? that's what I did and loved it. Although I've heard people using SMG for when things got loud while trying to be stealthy. Dunno.