Well the good news is that there really isn't any "bad" way to decide on tag skills - I've found regardless of what you pick, you're going to wish you had picked something else at some point in the game. You patently can't do everything in the game in one playthrough, so your enjoyment is going to be fuller if you just accept that you're going to miss out on some things depending on the character you build.
My advice, however: the thing to keep in mind with tag skills is what skills you want to raise about 100. Because not all of them have any real advantages once you pass that point with them. (ie, with Science there's only one instance I know of off-hand where it pays off to have it past 100, and even then I think you only need to go to 125 or so.)
So certainly one of the weapon skills - one thing to think of is that you might want to narrow your weapon selection down to one class of weapons as your primary offense - others you can play with, but don't necessarily need it all the way up. If you want to go Big Guns, and plan on raising that very high, then that's certainly one. But on the other hand only focusing on that will make the early parts of the game a bit harder.
My advice would be to really nail down what sort of character you want to play. If you plan on doing a lot of sneaking around - lockpicking and stealing from people, then maybe Big Guns isn't necessarily a good fit for a sneaky-type of character (though it could be an interesting build to play with.) Those thief-type skills pay off more if you really rely on them to guide you through the game - if you plan on letting your guns do the talking for you as opposed to sneaking past your opposition, then you likely don't really need to tag the sneaky skills.
And don't forget you can still raise up many of your non-tag skills to a decent level throughout the game. If you plan on focusing mostly on combat with Big Guns and such, then you don't need to tag stealing and lockpick, and can just raise those up the normal way.
One strategy I'll use a lot in the original Fallouts is starting out trying to get my Tag skills to around 100 (which doesn't take all that long when you get 2 points for the price of one) after that you're doing pretty well in those skills, so it opens you up to generalizing a bit more and raising up some of your other skills that you want to play around with.
Long post I know, for a simple question, but I hope you find some of that helpful. The one thing to keep in mind is that you are going to wish you had tagged more skills later on. (And eventually you will get to pick another Tag as a Perk on level-up, so keep that in mind, too.)
» Thu Dec 24, 2009 8:19 am 
I think I'll drop big guns and choose Small Guns instead. Now, for my third, I think I'll pick...speech. Was useful last time I played. As for SPECIAL, how should I go? This is what I'm thinking...
probably gonna buy Baldurs Gate soon, maybe look around for Planescape Torment. 
