1. In terms of weapons, two-handed swords are better than alternatives. The advantages of one-handed swords are unclear. Hammers hit hard, but attacks are constantly interrupted. Two-handed sword attacks still take a long time to prepare, but the huge attack area allows you not to worry about being interrupted.
2. I didn't find much point in leveling up lockpicking and magic lock skills: there's save/load. However, the mechanism of magic locks is quite tedious, and particularly complex ones may require many reloads, and you'll just get tired... But even if you fail to pick the lock, it still opens.
P.S. Good game, but I didn't finish it.