I'm about 30 hours into the game, and the way the skills have shaken out has really surprised me. My character's a rogue, and I decided to roll with the stealth/mechanics focus—classic!
Turns out, as far as I can tell, that stealth is completely pointless. All of my party members, even those with no stealth skill at all, can sneak well enough to position themselves properly for a strong opening salvo when combat starts. All of them can sneak well enough to avoid unwanted combat during overland travel. None of them can sneak well enough to avoid combat in tight spaces indoors.
My general impression is that you want exactly one character with high mechanics, at least one with high lore, at least one with high athletics, and then you can put everybody's leftover points in athletics and survival. Athletics (surprisingly for somebody who's played a lot of CRPGs) seems to be the king of skills; it clearly gets checked very often in events, and investing a few points for all characters keeps everybody on their feet longer.
I'm playing without metagame information in conversations/events, though, so I might be missing out on lots of opportunities to put other skills to work. There also might be some skill stuff I just don't know about—is the chance of finding hidden loot (purple-highlighted containers) connected to stealth? I figured it was a perception thing, but my stealthy PC, with middling perception, seems to find them all.
What have other people found?