Chapter I
It's best to diversify with your starting skills and to try to get a bit of everything. It's not needed to have more than two times the same skill, not at this stage of the game at least.
Don't underestimate the crucial importance of having gangsters with the skill leader in your team. The more leaders you have, the more your gang mobility improves.
Try to get at least one informant skill in your team before Chapter II starts. Snitches can be so painful...
Chapter II
Now that the snitches are threatening, make sure you get constantly enough cash to counter them, especially if you have few informants. And don't forget to take into account that, on rare occasions, snitches are revealed in a row...
Prepare for the upcoming gang war,... or not. Especially for 3-4 players setup, it's not that easy to win it, because a tie isn't enough to prevail. If you plan to win, then don't be shy with the mercenaries. If not, then recruiting smaller gangsters with one skill may be a good move. Just consider them as meat. And they will still provide you with an additional skill while waiting for their fate.
Since there are a lot more interactions than in Chapter I, don't forget to have a careful look at your opponents gangsters status. Available gangsters make very suitable targets for cooperative heists and it will bring mayhem in your opponents strategies.
Chapter III
Try to be as incisive as you can. You never know how long this Chapter will go on, so the best is to maximize each action.