Invisibility is the most useful skill if you are playing on hard, and the most useful skill in the game whether you are combat or stealth. Other than that, though, I wasn't all that impressed with the available choices for upgrades. Most are of the "increase what you already can do by just a bit" variety or the "unlock areas you previously couldn't get to" variety (i.e. jump boost and lift weight increase skills), so for the most part how you play (i.e. lethal or non-lethal) will depend more on personal preference than it will be dictated by what skills you have. Invisibility is really the only skill that can drastically change the way you play.
I actually wouldn't advise putting any points in combat skills if you want to go the stealth route. For one, combat skills kind of suck (usually stealth is the easiest way through any situation anyway), but also because you can get through the game fine without them. I played a non-lethal, stealth, game on hard and managed fine. The Boss battles can be a pain, but they can all be dispatched with weapons and a bit of luck (and most boss fights have huge amounts of weapons lying around in the boss room, or just before it, so I wouldn't worry too much)--so don't worry too much about buying skills to fight bosses. By end game I had too many points to spare so I ended up buying the health upgrades, but that was it in terns of combat.