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At what level should a pure fighter class have all of his hand to hand weapon skills maxed out? For example, can a dwarven fighter with such a high dex assume that he should have 1hb, 2hb, 1hs, 2hs, and piercing all maxed out by 10th level?
No. Not sure where the "such a high dex" comes from. I hope you didn't spend your starting points on it. You will arrive at 10th long before you have a chance to max all 5 skills. After 20th or perhaps 24th when you emerge bleary eyed and sweating from Paludal Caverns then you can really settle down to maxing all skills. Up to that point it is better to concentrate on a couple (eg 1HS/2HS). Don't leave it much later or you will find it harder to catch up.
I have sometimes taken the time between newbie zones and Paludal bandits say 10-14 to work skills as well.
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Also, if you were maxing out your hand to hand combat skills what skills would you work on first? For example, would you begin with 2hb which is slower, or with piercing which is faster, and work your way opposite?
It depends on your resources and circumstances. Always get fast weapons for training regardless of damage. You will skill far faster with a 4/18 than with a 10/28. Be prepared to bag these or discard them for better once you have the skills at a reasonable level. If the group requires it stop training and switch to your major skilled weapons. I have been skilling 2HB recently and found the fastest available within my price band which gave me a 32/34. The Bronzewood is faster but there were none on sale.
Skill up on your best weapons first. There will be times when you need to do your full job in the group and times when you can work skills. If the wonderful old "A Shovel" was still around as a 2HB it would not help your group much if you had maxed 2HB with a poor weapon and zero skill with your 1HS with nice swords. Some people work skills in group, some when duoing, some on pets.
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Last question here: as a Fighter, as per the questions above, i have heard it said that you should master all weapon styles available to you as quick as possible in order to be able to use all of the best weapons that you might want to use and not limit yourself to only weapons of a certain style; does that include ranged weapons and the hand to hand combat style itself (ie. fisticuffs/boxing)?
Yes mastering all is useful. Not only because it means that you can make good use of things that might come your way but because it stands you well in emergencies. I have a tasty 1HB which is usable by some other classes and during a naked CR a while back I offered to lend it to a fighting class only to find he hadn't trained that skill.
It also helps your character realisation if you see yourself as a skilled fighter then why would you be saying "Sorry I don't touch big hammers". Equally I know some who RP as "swordsmen" and purposely avoid the other weapons since their character would not use them.
As for Hand-to-hand I only grouped once with a WAR who was trying to train it in group and the rest of the group was pretty annoyed with them. I think most ignore it as it is very hard to see a time when it would be useful. Even on CR you are likely to have weapons in the bank. Apart from monks and beastlords I don't think there are any other classes that can use actual H2H weapons. This is probably something to be trained in private
At the end of the day don't worry overmuch. You can always catch up it just gets harder and the mobs hit you more. Don't be afraid to kickstart a skill with training points and then get shaman DEX buffs to enhance your chance of skill raises