Is there any bonus for selecting only one set of skills? E.g. All warrior skills in instead of a random selection of warrior, wizard, and rogue?
I don't think so. You just always get the appropriate level-up bonuses to that class, so your character ends up very one-sided. Also, you'd better really like archery if you're going to make an all-rogue character.
The only "bonus" is getting more stats as the amount of warrior, rogue and wizard skills affect your character growth.
A few exceptions are warrior skills that requires warrior being the most chosen of 3 to give the starting item (unarm/shield bearer). Nothing worth noting past floor 1 though.
