If you develop your stealth skills it will eliminate a great percentage of the fighting for you. It will allow you to stealth kill your enemies even in the presence of others. They just don't see you or their pathetically struggling gasping dying comrade.
A high stealth skill can make you almost invisible to others. They know someone is nearby and they can virtually trip over you and still don't see you.
Lockpick and hacking will also get you information easier especially in the beginning. Gamebanshee has a great list of hacking codes if you want to cheat and put your experience points elsewhere. Maybe I will do that the next time I play.
I found that the unarmed fighting was particularly powerful and used it more frequently than melee. I found that the gun fighting was valuable only in certain places so don't disregard this because it will be essential in a few places.