When it comes to skill training I've always been of the "Choose What You Use" camp. In other words, train the skills you are using now, not the ones you might be using tomorrow.
For example, let's say I fly a Hurricane a lot. Train the skills needed to fly the Cane to its best extension - BC V for example. T2 Autocannons for another. Once you factor in support skills like shield or armor, rig skills, and the other gun support skills, you could be looking at a nice long skill train.
For you younger players out there, a word of advice. Don't be afraid of long skill trains. Focused long skill trains are the key to your success. Only training the above Cane half-way is a sure fire way to only be half-assed when flying it. Don't let the allure of the new shiny take your eyes from your goal.
The second part of this is the path. I often get asked, should I train Armor or Shield skills for a particular ship? Let's stick with the Cane as an example. The Cane can be fit either way, but what do YOU already have? If your skills are already part of the way there on the armor side of things, then focus on that first. Or vice versa. Don't jump skill sets mid-stream. Wait until you have solid skills established in one set before jumping to the next.
And then the great underlying mystery of Eve - the under skills as I call them. Ship, tank, gun is all well and good, but there are a whole line of skills that go into flying a ship masterfully. Navigation, electronics, mechanical, drones, the list is almost endless. It is amazing just how many under skills go into flying a ship, any ship, in Eve. Don't forget them!
It does no good to train the gun damage support skills if your rigging skills are robbing you of damage, or increasing your sig radius, effectively negating your train.
Focus, relax and choose what you use. That's my advice.