(This information applies to any character that engages in close or ranged combat.) Quick Summary: If you can't decide whether to put skill points into (for example) Close Combat Skill or Sword Skill, but your character always uses a sword (ie. a Samurai), put EVERYTHING into the Sword Skill.
As CharlesM mentioned in an earlier post, a character using an Axe with Close Combat Skill 100 and Axe Skill 10 will hit LESS OFTEN than the same character using an Axe with Close Combat Skill 10 and Axe Skill 100. This is an elaboration on that point.
I did a little 'exploration' of the game mechanics, and it's slightly more radical than that. If you know your character will always use one type of weapon, you might as well ignore Close Combat (or Ranged Combat) and put ALL bonus skill points into that skill. The accuracy bonus for a specific weapon skill is approximately 2 times that of Close Combat / Ranged Combat.
This table assumes that all Stats are at 50. Numbers in the table reflect the Attack Rating (higher AR = more chance to hit). And uhh... CC 125 / Weap 125 is not achievable in the game, but I included it for 'completeness'.
.... CC 000 025 050 075 100 125
Wpn ....................................
000 .. 015 016 017 018 019 020
025 .. 017 018 019 020 022 023
050 .. 019 020 022 023 024 025
075 .. 022 023 024 025 026 027
100 .. 024 025 026 027 028 029
125 .. 026 027 028 029 030 032
Let's say you play a Ninja. You'd probably want to max out Stealth and Critical Strike during each level up, leaving you with 3 measly bonus points to distribute between Throwing and Ranged Combat (or between Martial Arts and Close Combat).
If you distribute them as +3 to Ranged Combat and +0 to Throwing, let's say you'll eventually get Ranged Combat Skill 75 and Throwing Skill 0 (unrealistic, but this is just an example). Assuming all your stats are at 50 (again unrealistic, but whatever), your Attack Rating would be 18.
If you distribute them as +2 to Ranged Combat and +1 to Throwing, let's say you'll eventually get Ranged Combat Skill 50 and Throwing Skill 25. Assuming all your stats are at 50, your Attack Rating would be 19.
If you distribute them as +1 to Ranged Combat and +2 to Throwing, let's say you'll eventually get Ranged Combat Skill 25 and Throwing Skill 50. Assuming all your stats are at 50, your Attack Rating would be 20.
If you distribute them as +0 to Ranged Combat and +3 to Throwing, let's say you'll eventually get Ranged Combat Skill 0 and Throwing Skill 75. Assuming all your stats are at 50, your Attack Rating would be 22.
In other words, if your character is going to specialize in one type of weapon (and I think most power-players will probably do this), you can afford to ditch the Close Combat & Ranged Combat Skills and just concentrate on the specific weapon skill. You are better off SPECIALIZING in a weapon skill (than distributing the points evenly) in order to maximise your chance to hit.
PS: If you actually have enough points to raise both (for example) Throwing and Ranged Combat, of course it's better to raise both. But if you don't have enough points to max both during level ups, try to max Throwing before Ranged Combat if you always throw things.