Can't emphasis the fitting and capacitor skills enough.
Ones you want to level 5 early:
Engineering - Gives you more power grid.
Electronics - Ditto for CPU.
Energy Systems Operation - Faster cap recharge.
These 3 are important and don't take long to train. Others (in my order of priority):
Energy Management - More cap, train to 4 at least. You'll want 5 at some point.
Weapon Upgrades - Less CPU use for weapons.
Energy Grid Upgrades - Allows you to fit Reactor Control Units (increase power grid), but don't rely too much on these.
Electronics Upgrades - Allows you to fit Co-Processors (increase CPU).
Advanced Weapon Upgrades - Needs Weapon Upgrades 5, reduced power grid use for weapons.
These skills apply to any race, many of them are required for more advanced ships, and they are very important if you want to get the most out of your ships.
As a sidenote for anyone who wants to PvP, don't leave it too long to get T2 guns. They give you access to the T2 long range ammo, which is very, very good.
EVE Online: Letava
Formerly known as White Thrall