I pick something and stick with it. If I have a lot of call for the skill, I dump everything into. I don't waste time on stuff I never use. I almost never touched the big guns in Fallout 3, so why bother uping the skill? I never used javelins in Mount&Blade, so why up my throwing skills? And I almost never use magic in any game with other types of attacks, so those stats normally stay pathetically low.