>>712634108using items (mines, grenades, drugs, tools etc) is really vital so don't be afraid to use them constantly, especially if you can craft them. crafting is almost game balance breaking so don't ignore it
psi isn't really necessary (though time shenanigans are really useful) since it makes you split your skill points between more stuff which might not be a good idea on your first run.
might want to concentrate on a single weapon type and plan for future feat synergies and feat requirements. perhaps get the versatility feat to have more flexibility by getting 60% of your melee/ranged skill in the other for free. this means that you probably won't have feats supporting that weapon type but allows you to experiment with different weapons early on and have a backup for situations where melee/ranged won't work.
stealth is good if you lean heavily on it