From Dungeons of Dredmor Wiki

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Maxing out Archaeology first gives you a great set of skills, "it belongs in a museum" and "this translation is all wrong!" give you great flexibility in your artifact collection, while Kronian ritual will net you some very nice gear early. Smithing is nice if your drops aren't particularly great, but could be dropped if feeling lucky. Burglary is a must have, breaking chests is never a smart move, and the bonus EXP from picking locks is really great at lower levels. Perception fits nicely because at lower levels your kind of squishy, but with the offset of huge damage from buffed weapons/armour and the ever OP Assassination. Artful dodger is there almost purely for Knightly leap, but the dodge makes this skill rather worth it. Replace swords with whatever melee weapon you wish.