In Fallout 3, I stuck to Small Guns, Repair and Speech. In New Vegas, the same progression applied, until one of my skills maxed. Then the replacement third or second skill would become Survival. The fourth one typically ends up being Lockpicking. I usually collect the few Big Books of Science and other Science-boosting implements in the Lucky 38 and try to make the occasional trip back "home", to stock up on stuff to make myself temporarily nerdy, as needed.
Never really used Mentats, since as I tend to pick Intelligence as one of my primary skills, even the case of very guns-oriented characters. High Intelligence means more skill points, and more skill points means faster leveling.
I've only managed to hundred-percent New Vegas, and that left me with maxed skills in Small Guns, Energy Weapons, Repair, Speech and Survival, with about 45 or 50 in Lockpicking.
I never saw much point to Big Guns, honestly. Pack a sniper rifle, some Jet, plenty of grub and some Stimpaks, and that freaking Deathclaw-infested quarry becomes a walk in the park.