I would say good Teacher skill and good fighter and weapon skill. Ideally you would want good teacher, dodger, fighter, wrestler, weapon, armor user, shield user, striker, biter, kicker and leadership. But you will be spreading the dwarf's 10 skill points too thinly and your guy will hardly be any better than an average migrant.
In my opinion, teacher is important for teaching other soldiers faster, fighter skill is the overall skill that determines the soldier's general melee capability which is one of if not the most important skills for a melee dwarf to have. Weapon skill makes them more capable with their weapon , which if high enough can substitute for dodging and shield block in some cases from parrying. Fighting and weapon skill also help you land blows more, reducing an enemy's opportunities for counterattacks.
For the other skills, leadership apperantly plays a role, but I have no idea what it does, dodge is helpful all the time, but especially so if you don't expect your guys to have decent armor. Wrestler can help against bites and troll grabs, helping your soldier to get out of them, even if they don't wrestle much themselves. Striker kicker and biteing can make those occasional non weapon attacks of opportunity more effective, armor user reduces the calculated weight of a dwarf's armor when worn, allowing them to reduce or nullify encumbrance, and shield user improves a dwarf's ability to use their shield.
I'm sure there are all kinds of opinions on the matter tough. And Horrid's build sounds effective.