Depends how you want to focus yourself and what tree you want to start with. I really like the Medic tree because you can boost ALL weapons mags, and then heal up to 35% HP after a kill for you and your team. If you aren't playing with a team, Cauterize is useless, so drop it period.
Between trees, Refire is TONS better than Deploy, but if you get them both, you will be a badass. What you need to do is decide if you want to deck out your turret or just yourself/team. If you want the turret, start with the left tree and then go middle (don't get the last middle tree skill because it would be better to spend those points on something else). If you want to be a badass all by yourself, then go with the Medic tree.
None of this really matters because you can respec at almost any time for a small fee. Idealy, get a class mod later in the game and respec around that. You need at least 1 point in each skill that it gives bonuses to for it to do anything, but I've had my characters practically double in strength when I've respeced around a mod and not just going for what sounds cool.
By level 45, this is what I'd do if I was playing solo and wanted to not focus on my turret. I started with the Medic tree.
http://www.borderlandsthegame.com/skilltree/roland/#01550050500000000550055
And here is my turret-centric skill set, starting with the Infantry tree
http://www.borderlandsthegame.com/skilltree/roland/#01550050550055500000000
You might get people complaining about the lack of Metal Storm in both builds, but the problem I have with MS is that it only lasts for 7 seconds after a kill. You won't have it 100% of the time, whereas increasing both bullet damage and turret damage 100% of the time means you won't be wasting skill points. After all, if you kill an army one man at a time, you never will see any benefit from MS. Towards the bottom you could choose Assault instead of Refire if you want to boost your rifles, but chances are after unloading a clip into some one, your turret will be ready to fire again.
On the support Tree, I neglected Stockpile because ammo regen class mods are common for far more CONSTANT ammo regen. If you really don't want to regen ammo with your mod, you can still get one to equip between battles. Not worth spending the points on something that you can only use once per 100 seconds and have it work less. I also over-clicked on the Grenadier skill. You probably could save a few points from that one and dump it into something else, like Aid Station on the Medic Tree. Same goes with Guided missile since you don't reap the same benefits per point as you do with other skills. Really, you probably should spend 5 points between Guided Missile and Grenadier combined and save the rest for aid Station and Overload.
Since you are asking this, what classes have you played? If this is your first playthrough, great, but just be aware that the Soldier is a great character that doesn't really do anything special. All of his skills really just make shooting guns easier. There aren't much to speak of in the way of special effects. This is different than the Hunter which will have shield penetration, or the Siren whom can do crazy elemental effects by igniting enemies with fire and electricity. Both classes are able to build up to these effects while the Soldier really doesn't get much of anything new to change his playing style. It just feels more dry to me when you keep leveling up and all your skills are just passive without really changing the way you act in battle.