By the end of the game, you won't be worried too much about how much you're advancing in these skills. Once you're at level 7 in a combat skill, you're pretty much unstoppable (max being 14, with enlightenment).
Radek mentioned above that skills advance as you use them... so your warlock fighting with his or her hands will increase kung fu skill. But the rate of increase is so slow at higher levels that I find it easier to just train in it when I get the chanec.
The only thing to worry about for learning non-native spells is to make sure you get the level 7 spells while they're native. Otherwise, you can't get them until they become native or the game is almost over. A ninja with Sun 12 can learn 6th level spells... so the penalty becomes moot.
Remember, there's no right or wrong way to play the game. Just have fun, and you will have succeeded. And you can play again (and again, and again, and... ) and try out different combinations. I'm thinking a party of Oomphaz rogues could be interesting...
