This, like almost every aspect of RPGs, is a matter of taste. Not to cop-out, but the best answer is whatever you and your group enjoy.
For myself, the I like moderately broad categories of skills that allow for specializations, as in Elric, or a reasonable number of discrete skills, as in CoC. One of the nice things about BRP is that it is very easy to accommodate new skills and specialization, which is one of the things that attracted me to the system.