"The broken image of Man moves in minute by minute and cell by cell... Poverty, hatred, war, police-criminals, bureaucracy, insanity, all symptoms of The Human Virus." - William S. Burroughs
Deus Ex fully supports two modes of gameplay. The beauty of the game is that you can play either way or use a mix of both. A third mode of play could be drawn out by playing as a "hacker," though in the end it's really just a variant of stealth play. When you create a character you will have one opportunity to downgrade a skill. By default, the pistol weapons skill starts at trained. You can downgrade this to get the points back and use them elsewhere. Generally, you'll want to leave the skill points in pistol, though the rifle weapons skill is a good alternate. Don't spend anything in heavy or demolition weapons skills this early in the game.
Combat players will want to specialize in at least two weapon skills. Heavy and pistol or heavy and rifle make great combinations. Mastering rifle or pistol will make life much easier when engaging your target. Instead of having to wait to get the best aim you have it immediately. Low-tech is good for those who like it dirty or just prefer the idea of never having to worry about ammo shortages. Demolition doesn't get much use during the missions, so don't spend to much upgrading this skill. Environmental Resistance can be handy for using the ballistic armor, though you're better off using augmentations for the same purpose. Augmentation wise, the ones to get are run fast, ballistic protection, targeting, aggressive defense system, regeneration, and possibly the EMP shield though the ballistic protection will get more use.
Why enter into a conflict when you can just avoid it? Stealth players should look to upgrade skills involving lockpicking and electronics. Spend a few skill points on swimming, environmental resistance, and computer. Weapon wise, don't worry about spending much though pistol, rifle, and heavy are good choices. For augmentations definitely get cloak, run silent, maybe radar transparency, and vision enhancement. Other augmentations are up to you.
When the game begins you're not going to have much. Combat players should take advantage of friendly bots and soldiers for assistance. Keep grabbing that ammo. You may not use it now, but it will be very nice if you later decide to try out a new weapon. Whenever possible, try not to give the enemy a clean shot at you. Pull back around a corner or doorframe. Make them come to you then engage on your own terms. Don't forget you have LAMs and gas grenades that can be used in proximity mode. Put one near a doorway, make some noise, then pull back to a safe distance and enjoy the fun.
Stealth players have a much harder game in the beginning. Without augmentations you will be relying on your wits, equipment (such as the thermoptic camo), and careful planning. Always find a quiet place to analyze guard patrol patterns. It may take time, but knowing where a guard will turn is the difference between success and failure. Crouch when approaching a guard to minimize noise. Use the riot prod, it is your friend and the best weapon for silent guard removal. A sniper rifle works for long distances, and short, but its very loud until you find a silencer. Bodies can be picked up and moved, which from time to time is a good idea. Lastly, always look for an out of the way path to achieve your goals. Typically this involves vent shafts, lots of vent shafts, but other avenues do arise.