It's always better to skill-up as you level-up. Raising weapons and offense / defense from zero sucks royally when you have to grind it later. I even try to group up from time to time and punch while I have an instrument equipped just to get my Hand-to-Hand raised. The one thing I haven't bothered with at all, though, is thrown weapons, which I probably won't regret, as the songs seem to serve more or less the same purpose.
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