On becoming the Divine One, there is a bonus which will give you a few skill points, so you will be able to save and experiment with the divine skills even if you do not save up any points. However, by the time you are ready to head to the wastelands, you will probably have a few spare skill points anyway (especially if you have taken advantage of purchased skill books for mage skills).
The only divine skill you need can be taught to you by someone in the wastelands (and there is an alternate solution).
I would recommend not using skill points if you do not need to, so you have more flexibility to try out different tactics if you run into a difficult situation. You don't have to be too stingy, just don't spend them on skills that are not of value or ones you will probably not use.