Thanks for the answer. That's the whole problem: I want to roleplay, so I want skills that fit in with my character, without having a weak one. I just don't want skills that I'd only use for their power.
I think I'm going to go:
Major
Mysticism
Alteration
Alchemy
Light Armour
Speechcraft
Minor
Short Blade
Armourer
Illusion
Block (Maybe Sneak.)
Security
With emphasis on Rogue skills. I guess I can still get some training in Restoration should I really need it. Primary goal is to be able to join the Thieves & Mages Guild, and maybe a little bit Fighter too, but I lack most of those skills.
Thanks for the very thorough responses. Any other advice is still welcome.
P.S.: I heard there's a bug involving Mercantile. What's the matter?