It depends. Getting it early will take away from your other skills. However you will be able to open alot more chests and there-fore be able to obtain extra loot such as weapons, armor, creature parts, charms and pretty much everything else. Since loot levels with you, you'll get better stuff by waiting until later when you can return to Broken Vally.
So basically do you want extra loot that can help you more in the early part of the game? Or do you want to wait in order to get better stuff later?
I leveled lock-pick to 4 because I know when you kill the bandit leader that you'll get an item that improves lock-pick by 1, giving you 5. This will allow me to open everything. There's also the benefit of not having to retrace all your steps later on, you can open most things as you find them and more easily go back for things you couldn't when you are able to. If you find all the skill books then they can pay for the skill themselves.
Hope this helps.