I've used sneak a TON up until I started getting environmental armor. I still use it, but one of my characters can't sneak because the EA is something like -25 to sneak skill. It gives you the ability to set up all of your characters before you attack (assuming no one is spotted). I don't know what the bonus is for going prone, but you seem much less likely to be spotted. In the long run, once you have PA, sneak will probably be pretty useless (assuming you can get PA for the whole party). But short term, I think it's good to have. It helped me a ton with the first 10 missions or so.
Incidentally, I wouldn't worry too much about lack of skill points. All of my character are now at around 120% or more on small guns, and most are at least 80 in energy. The ones that have comprehension (and have thus read many books) have most of their skills at over 100! I'm still using 4 of the first characters (so they're "Initiates" even though I'm something like "Knight General" - pretty lame that we can all be level 14 or 15, but only your main character gains ranks!), and they're all doing quite well in the skills area.
As for action points, my main character started with 10 Agility (and thus 10 AP). I think there's still a perk to give you another action point, so it is definitely possible to have 12 AP with a character. The Death Claws often have very high agility, and I know a couple of them start with at least 12 AP.
As far as Big Guns vs. Energy, I'd definitely have to go with the energy weapons. The only really useful big guns seem to be rocket launchers and grenade launchers. All of the others use up way too much ammo, and there is a limited quantity of ammo available in the game. I tend to try and make all of my characters as much of a sniper as possible, and then single shots with sniper rifles work quite well on most enemies... except robots (so far). Robots and turrets don't take nearly as much damage from conventional weapons (often only 1 or 2 on a sniper rifle hit), but they take pretty close to full damage from energy weapons. I figure that even going full auto with a Vindicator Minigun might not do much damage, since it looks as though each shot would do at most 1 or 2 damage. So you essentially waste 40 rounds of ammo.
