I've yet to really find any skills that are particularly bad. So much so I don't even know what I plan to devote my points to after I reach level 45.
I suggest just starting out by getting the skills for the prerequisites for skills you know you'll want later on. Things like Tornado kick, Spiral and things like that.
The only skills I can really suggest leveling are back breaker, Intense takedown and irresistible grab. All the other skills seem equally useful to me. I could see maxing all of them.
Not too many bad skills on grappler so I say just find the skills you like and max away.
"There once was a boy who dreamed of being a hero. Who believed sincerely in the battle to banish darkness from a world of light... but light and darkness are equal... and where one exists so too must the other... and when the boy finally realized this he had taken the first step toward being a true hero."