Here's my suggestion for weapon skills, in order of effectiveness.
Energy Weapons: These edge out Small Arms in my book for 2 very simple reasons. One, ammo for them is abundant late game, no matter what your choice is, where as high end Small Arms ammo (especially .44 magnum for Lincoln's Repeater, one of the best Small Arms in the game) can be hard to find without buying it. Two, the best Energy Weapon (in terms of efficiency) is easily obtainable with little effort in Rivet City, where as the best Small Arm (Xualong Assault Rifle) requires completing a tedious, missible, and fail-able side quest.
Small Arms: These are the best choice for most of the game, but they start to lose out when compared to the Plasma Rifle and Gatling Laser. Your going to be using a Hunting Rifle for most of the game, because it's cheap, efficient, and abundant. You'll eventually want to replace it with Ol' Painless or Lincoln's Repeater. You'll want a Chinese Assault Rifle for close range fights though.
Big Guns: These generally aren't too good of a choice, but there are a few good picks. The Flamethrower is great at what it does, while the Gatling Laser (which can also use Energy Weapons) basically outclasses the Minigun in every way once you find one. The Fatman is fun to use as well, but it's not practical by any means.
Unarmed: This has some great feats and the Deathclaw Gauntlet does great damage, but the simple fact that you need to be so close really hampers things. Deathclaws will rip you up, period. Get a gun.
Melee: There is only one good Melee weapon in the game (the Shishkabob), but it requires a feat from Big Guns (Pyromaniac) to really shine. However, you have to jump through a lot of hoops to get one. This loses out to Unarmed because it doesn't have the stun moves you can get via Unarmed.
Explosives: Frag grenades suck, Plasma and EMP grenades do decent damage without skill, and Nuka Grenades/Bottlecap Mines do amazing damage on their own. Honestly, just pile up a bunch of landmines and lure an enemy over them if you need to use them. Don't use your points here.