Opportunist is good on melee characters, as well as Bully. Glass Cannon can be good on mages. One of the main characters should take Pet Pal.
Earth spells go good with fire. Man At Arms is not useful for a mage; a couple points into other mage categories can open up other spells (witchcraft has some good buffs and debuffs, etc).
There is a water/air mage companion, as well as a ranger companion.
You really only need Lockpicking and Pickpocket for roleplaying purposes. They can come in handy for specific situations, and do allow alternate solutions for quests in limited cases, but they are not necessary.
Sneak is handy, but boosting the ability doesn't lower the action point cost (just increases speed and reduces NPCs' vision cones), so see how much you use it before deciding if a higher level would be worth it.