I usually go Diplomacy>Stewardship>Martial>Learning>Intrigue.
Diplomacy, for obvious reasons. Unhappy vassals = tons of problems.
Stewardship is great, but the problem is, it's too unreliable and varies. Therefore, you end up keeping a demesne or two extra, but you're even too afraid to invest in them because you don't know whether your heir is going to be as awesome as you are. It's just stressful, and those demesne slots become vacant one way or another for long periods of time. Perhaps in a smaller realm, when you need to keep everything together, but in larger realms, macro is greater than micro.
Martial is good, especially with global boosts as a ruler, but not great. The gap in martial levels can easily made up by micro or simply more troops. Besides, high martial skills tends to get you into more better; therefore gets you killed more often - whether you're a vassal or independent. :s (Especially if you're a vassal)
Learning... Eh, it's a long term thing. Universities are a much more reliable investment if you want technology. It just doesn't offer enough as a stat to overcome the others.
I always want to keep low intrigue on my characters. The reason?
IMPRISONMENT, BITCHES.