Seven peasants, an anvil, and a lump of native copper.
STRIKE THE FUCKING EARTH
*cough*
More seriously...
Miner: Necessary in embarks where you need to be sealed underground within the first week, personal preference otherwise. Mining trains quickly, but the difference between a Dabbling Miner and a Proficient one is quite noticeable.
Wood Cutter: Not necessary at all, may be nice to have if the embark is so thick with trees that most of the woodcutter's time is taken up with chopping and not with walking. If the surface is dangerous enough that the speed difference between skill levels is significant, you're probably better off heading for the caverns and doing your woodcutting there.
Carpenter: Some players put points in this as a default to get good quality beds from the start. I don't bother, because you only need one bed to make a dormitory. My usual approach is to enable it on everybody, and then after a while set the workshops to Adequate or higher skill level to start separating out the dwarves who had enough idle time to get more XP than everyone else.
Mason: See above.
Engraver: Can be trained up by smoothing, which is a necessary precursor to engraving. A Proficient Engraver will be good for boosting fortress wealth as they don't need any raw materials, but that's kind of a niche application.
Building Designer: More trouble than it's worth. The architect is the one who hauls all the building materials, so if you want your lone architect to get everything done in a reasonable timeframe you have to get the materials on-site first.
Weaponsmith: Can be skipped, though you may want to have a combined weaponsmith/armoursmith if the dwarf likes a good martial metal. Choosing the right weapon type and material for the situation is very effective by itself, as any lasher or hammergob will tell you.
Bowyer: May be useful if you want all civilians armed and dangerous ASAP (more for the speed boost than anything), but otherwise unecessary.
Armoursmith: I always bring one of these even if I'm not planning on starting production any time soon, because quality matters (perhaps MW only now, but buying Proficiency gives you a head start on getting those semi-consistently).
Metalsmith: Not really necessary. Anything a metalsmith can make can be made from stone or wood, and most of the stuff a blacksmith makes is too heavy to be a decent trade good even if you use the 30 or 40-value metals.
Furnace Operator: Proficiency via point-buy: 35 points. Proficiency via purchased coal: about the same, but you end up with a bunch of fuel at the end. Fast furnace operators are nice to have once the goblinite starts rolling in, but for embark there are better skills to give your dwarves. I do sometimes bring a specialised furnace operator if I brought ore and coal instead of a pick and axe because I'd like to get things started ASAP, but I know the points would be better off elsewhere.
Wood Burner: Better if you don't have coal, not very useful otherwise.
Metal Crafter: More for wealth generation than anything else. If you can get brass cheaply, you could make a bunch of goblets for the first caravan? But serrated discs and prepared meals are really valuble, and having those skills gets you things other than wealth generation.
Stone Crafter: I always found this a niche skill even under the old drop rates. There was always something else I could be doing with the spare stone, especially since I never do much exploratory digging.
Wood Crafter: If you're drowning in wood, a nice source of large stacks of bolts. Otherwise, not much use.
Bone Carver: I always liked bone, horn, and hoof as a wealth generator, because there's not much else you can do with the stuff. Unlike wood, you can get more valuble base materials. It's not so good if you don't have much bone to spare in the early game, since later on you'll probably have lots of bone (especially if axes or serrated discs are used on invaders...) and you can just train somebody then.
Gem Cutter: Meh. If you want to encrust stuff with jewels, unskilled gem cutters are better because they're not so likely to produce large gems, as far as I know anyway. If you want large gems to trade, they're not guaranteed to be produced.
Gem Setter: A better option than Gem Cutter, but getting the right things decorated is a pain in the butt compared to making stuff that's valuble in its own right. As with Bone Carving, not much good at all if you don't have the raw materials to hand before the first caravan, and the only raw materials that are reasonably cheap to bring are the ones for green glass.
Potter: A long-term investment given the dwarfpower it takes to get a supply of raw material, and by that time you can train one from scratch.
Glazer: Glazing has no quality levels and a niche use. Skip this one.
Wax Worker: Low-value raw material that's a side product of a niche industry. Skip this one.
Mechanic: Nice if you can spare the points. Untrained mechanics are really, really slow to hook things up, and mechanisms are fairly valuble. You need good quality ones to make the weight worth it, as they are heavy items.
Fisherman: Unsustainable, and if you want a quick source of food then the points are better spent on either herbalism or turkeys.
Miller: There are better food production methods for a starting fortress, and this can be done by a number of unskilled dwarves.
Thresher: Important if your aim is to spam cloth production for the first caravan, otherwise see above.
Grower: Not necessary until it is, and by then it's too late to start training. There are many other ways of getting food in DF, but you should have a skilled Grower on standby just in case your other food sources run dry and you need to fall back on plump helmets.
Herbalist: Nice way of getting food early, but falls off in importance as the game progresses. It's good to have a skilled Herbalist to raid the caverns or surface in case you have a food or booze emergency.
Brewer: Not really necessary. Booze has no quality modifiers, and a few jobs are enough to get enough booze in enough barrels for the moment. After that, speed stops mattering.
Cook: Very useful. Skilled Cooks tear through the ingredient pile, turn inedible items into food, and the resulting high-quality meals make trader and dwarf alike deliriously happy.
Weaver: Much more attractive with a dwarf who likes the cloth that isn't minimum value, as you can make them a more important Clothier too.
Clothier: Much more important if you don't have a leatherworker or goblin clothing to feed the fortress's appetite for socks and pants. Can be a good source of wealth once the infrastructure is set up, though that's more a long-term thing.
Dyer: Meh. Dyeing will only ever add 240db to an object's value, which is nice but not exactly earth-shattering. You also need a lot of support for this industry, which means it's better left alone in the early game.
Trapper: Not necessary at embark at all.
Ambusher: Essential to max out if you're bringing a hunter.
Butcher: Not really necessary on embark, as you won't have many large dead things to cut up. Enable it on everyone and build a lot of butcheries so that you have the capacity there if you need it.
Tanner: See above.
Leatherworker: Leather is somewhat hard to get hold of in the early game compared to cloth or bone, but the second caravan can net you a thousand units of the stuff to work with. Leather is a versatile material (clothing, armour, and trade goods if you make waterskins from expensive hide) and its minor ability to soak up blows makes it a good match for rigid armour.
Fish Dissector: Not necessary at embark at all.
Animal Dissector: See above.
Fish Cleaner: Raw fish doesn't automatically rot and so this job can be done by an unskilled dwarf.
Cheese Maker: Not necessary at embark at all. In previous versions 10 milk from the caravan would turn into 10 cheese, making a large stack for the cook to work with, but now it turns into two stacks of 5 instead.
Milker: Can be done by an unskilled dwarf, being a periodic job. You only get one stack of milk per animal, so while it's free food it's not much.
Shearer: Can be done by an unskilled dwarf, being a periodic job.
Spinner: See above, but it's even less necessary because you don't lose anything by letting the hair or wool mount up. One animal can only build up so much milk or hair.
Presser: See Milling.
Beekeeper: See Shearer.
Animal Trainer: Not necessary at embark. If DT says that a particular dwarf would make an awesome Animal Trainer and you plan on training a lot of animals then it may be useful to rack up as many training bonuses as possible, but training can probably be done on the job.
Animal Caretaker: Not necessary at all, since it's pretty much 'Feed Wounded' with XP attached.
Soaper: All you get is a speed bonus, which is wasted on this task.
Lye Maker: See above.
Potash Maker: See above.
Glassmaker: See Potter.
[Weapon skills]: Useful if you're expecting a fight before you're finished unpacking the wagon, otherwise these train pretty quickly with sparring. In live combat a dwarf with no weapon skill will take longer to get a killing shot in, but defensive skills (and battlefield control by the player) will make this delay less lethal.
Shield User: Shields are great. If you're bringing military, bring this skill. Shields stop hits from testing your dwarves' armour and dodging skills. Needs Teacher skill to function fully, as this makes it easier for the dwarf to pass the skill along.
Armour User: Now very important, as heavy armour slows dwarves down and gives the enemy more turns and more chance to escape. Bring the skill and make dwarves train without weapon or shield so that hits automatically reach the 'armour' layer of the dwarf's defence. As with Shield User, needs Teacher skill to benefit more than just the dwarf who has it.
Fighter: Trains pretty quickly by itself. As with the weapon skills, more useful if you're expecting a fight immediately.
Archer: Like Fighter, but for ranged dwarves.
Wrestler: Not too useful given the small size of dwarves. Try to avoid grappling with enemies by killing them quickly or being impossible to grab.
Striker: Doesn't get demonstrated very much, therefore benefits only the dwarf who has it.
Kicker: See above.
Biter: See above.
Dodger: Dodging is another layer of defence, but is risky because dwarves don't pay attention to what they're dodging into. It gets demonstrated readily and is the fastest skill to be shared out among unarmed dwarves with no weapon skill.
Siege Engineer: Expensive to train, but only worth investing in if you're planning on making heavy use of siege engines.
Siege Operator: Can be trained from scratch using a channel to conserve ammo. Skip this one.
Misc. Object User: Trains quickly when dwarves are using a shield and no weapon. May be quite a good pseudo-weapon skill if the dwarf is dual-wielding copper shields.
Pump Operator: Trains ridiculously quickly with no raw materials beyond those needed to build the 'workshop'. No need to spend points here.
Swimmer: Adequate is enough, but will probably rust before it gets used. Could be a life-saver on your miner, but probably not worth investing in. Train the whole fortress instead.
Wound Dresser: The speed boost doesn't matter here.
Diagnostician: You need Novice or better on your CMD to access the Health screen. I'm not sure if this needs to be non-Rusty, but given how quickly Novice skill rusts in the unmodded game you may need to put more points in this just to keep it useable. Relying on only one dwarf to diagnose patients will only slow things down, possibly fatally if infection has time to set in (I remove skill rust on all the medical skills. They just don't get used often enough in my fortresses).
Surgeon: If blood loss is based on the time it takes to do the surgery, maybe put some points here. If not, the speed boost doesn't matter.
Bone Doctor: See Wound Dresser.
Suturer: See above.
Crutch-walker: This will skill up by itself if necessary, and boost the dwarf's stats in the process. No need to invest.
Persuader: If I recall correctly, this goes up whenever a deal is rejected by the trader. It might be used to reduce the mood loss from unsuccessful trades. Anyway, you should put a couple of points in this on your broker.
Negotiator: If I recall correctly, this goes up whenever a successful trade is made. It might be used for persuading traders to take deals that a less-skilled dwarf couldn't make. Put a couple of points in this on your broker.
Liar: I don't think this is used when trading, and has no use otherwise.
Intimidator: See above.
Judge of Intent: You need Novice or better to see the trader's mood. Put one point in this on your broker.
Appraiser: You get a load of XP for this just by viewing the contents of the trade caravan for the first time. Don't put points here, but make sure your broker is the first one to trade with the first caravan.
Organiser: Has some effect on the efficiency of demonstrations, but there are more important skills to bring for the military. For the manager, this can be trained on the job or force-trained by ordering a bunch of one-item jobs. These can be cancelled once validated.
Record Keeper: Can be trained on the job.
Conversationalist: See Liar.
Comedian: See Liar.
Flatterer: See Liar.
Consoler: Used for calming down dwarves who come to cry on the leader, I think. I'd rather put the points in trading skills, as this one can be trained by letting dwarves chat.
Pacifier: As above, but for dwarves who come to yell at the leader.
Student: Makes demonstrations more effective. More useful if you brought defensive skills on another dwarf with a high Teaching skill.
Concentration: Not sure what this does, but military dwarves have a lot of it. Teacher / Student / fighting skills are probably better places to put points.
Observer: As above. I think this one is used for detecting enemies, but it may be of more use to ranged dwarves than melee ones.
Leader: Is gained very slowly by squad leaders. Probably does nothing.
Teacher: As above, but more useful with Student skill on another dwarf.
*on preview*
Holy crap that's a long post.