The best combat skills right now are Assault Rifles and Sniper Rifles, by far. Energy Weapons are also good, but only against certain enemies. Handguns and SMGs and the melee skills are serviceable (Blunt is probably the best of these because it's useful against armored enemies, although Brawling looks good if you build an entire character around it). Shotguns are kind of bad, except in some very specific contexts. Same applies to Heavy Weapons, honestly (they chew more ammo than ARs and are less flexible). It helps to have a mixture of weapon types in your starting party to save on ammo, but honestly you could probably take two AR users if you want to blow through combat more easily.
For maximum powergaming, all your characters should have 4/8/10 intelligence, as those are the amounts that correspond to more skill points with each level, and skill points are most of how your character progresses.
You should be planning ahead for skill distribution on your characters. On each one, you probably want one main combat skill, two or three "active" skills that generate XP with their use, and a plan for a complementary combat skill you'll build over time (this is usually a melee option on a long-range fighter, or something that works well against armor if their default isn't so hot at that).
It's worth putting Perception on the first character in your party, as they'll be the easiest one to use to scout ahead and check for traps, alarms, and loot. You'll also want Demolitions, Lockpicking, and Safecracking spread among your four to decent levels, as they all help with loot. The other skills are less essential, or can be picked up via recruitable NPCs (see below).
Early on you'll have to make a decision to save either Highpool or the Ag Center. If you save Highpool, you have a chance to pick up an NPC that has good Perception, Animal Whisper, Sniper Rifles, and Outdoorsman, so you can afford to treat those as less crucial for your main party. If you save the Ag Center, you get an extremely good Surgeon and Computer Science recruit, so you can leave those off your main party (I'd recommend taking a point of Surgeon on somebody, though, as you'll need it before you get the NPC). Surgeon and Field Medic are things your party should always have.
The other thing to consider are the "Ass" trio of conversation skills. You will want to develop all three, but probably on different characters (for XP divvying reasons). On the very first map you will find a high-level recruitable NPC with good Hard Ass, so you can neglect that one on your main party to begin with. She also has Brute Force, Outdoorsman, and Weaponsmithing, so you can put those off for a while, too.
If you rush the Rail Nomad camp at the start of the game you can pick up two NPCs very easily that cover Toaster Repair and Lockpicking/Safecracking, but that is true powergaming and I wouldn't recommend it first time through.
Luck is mostly a dump stat, as far as we know, so you can safely drop it to 1/2/3 on all your characters.
Charisma boosts non-combat XP, so it's worth having some of it on characters who use a lot of non-combat skills, but not at the expense of their overall combat effectiveness. There's also a synergy between Charisma and Leadership, so whoever in your party is taking Leadership (and somebody should) should have higher Charisma. Your party's total Charisma helps with recruiting some of the more exotic NPCs, but I don't think you'll miss out on any of the ones I mentioned above by neglecting it.
In combat terms, melee characters should have lots of Strength. Ranged characters should have lots of Coordination and Awareness, favoring the latter. Awareness in general is probably the most important stat after Intelligence, as it gives you more combat initiative, and taking more turns is usually better than having more action points. For powergaming, I would avoid having anyone with CI 10 or lower if possible, and I would try to have my most effective combat character with CI 15 or higher over time.
That's probably a lot to digest, but the short version is: take Intelligence 4/8/10 on all characters, divide up skills among your party, don't take duplicate skills (and plan ahead for getting some of them on recruitable NPCs), make sure you have the Ass skills covered, favor combat initiative over action points, and do Ag Center first to get what looks like of the best NPCs in the game (I wouldn't know; I saved Highpool).
