That really differs from game to game, and even from playthrough to playthrough.
Take a game liek Diablo 2, i know it's old but i suppse most peopel will know about it.
On my first few characters, i didn't really think enough, so i put skill-points in whatever the coolest avalible skills was, often splitting them between too many skills, so they got unfocccused.
On later characters i sortof made a plan on how my character should end up, so i didn't waste skill points on skills i wouldn't use for mroe than a few levels anyways.
It also really depends on whether you can re-place your skill-points (like WoW for instance) or it's un-redoable like D2 or Demigod, or if it's something like DotA or HoN, where you'll eventually max out every skill anyways, cause theres enough skill points to do so, so it's only a matter of which skills first.