I started off training random skills but luckily within a couple of week I discovered EVE Mon and that sorted me out.

I pick a goal I can achieve in a medium time scale (few weeks to a few months) and let EVE Mon recommend a training plan to get me there. This approach led me through cruiser training, then battle cruiser training and then battleship training.

Merely by following EVE MON's recommendations. I have got all my learning skills up to 4 except for the social stuff.

Level 4 seems to be a sweet spot for learning skills. Playing around with EVE MON I found that increasing them to level 5 takes more time that it saves unless my training plan is very long (greater than 1 year).