Lockpick is weird. It kinda feels like a dump stat candidate, but being able to get through as many locked doors/containers early on is a major boon and while the Electronic lockpick overshadows it later on, deploying it is tedious compared to just being able to use the skill on the field.
Bozar is *the* Big Gun to use, and you can safely ignore investing into the stat for a large chunk of the game since it's not accessible/practical to obtain until much later. It pretty much kills anything at point-blank range and can hit targets behind/in front of whoever is targeted.
I love to run up to enemies and give them a Bullet Hell Close Combat and doing enough damage to kill them thrice over. Almost as much as I love getting instadeath crits by sniping their eyes with the Gauss Pistol.
I pumped Big Guns so I can get better damage rolls and increase the chances of picking up multiple kills when enemies line up, weaken whatever survives enough for my party members to clean up, or to redirect multiple enemies away from my party when they're low on health.