There's a Skyrim Perk Calculator (sort of character planner) at
http://skyrimcalculator.com — anyone care to link to their build(s)? I don't have the game (yet), but I love character planning.
I haven't played a mage yet, but here are the perks I found to be most invaluable for a thief/archer and 2-handed warrior build (in order of helpfulness):
Stealth/Archer/Dual Wield Daggers: Steady Hands, Assassin's Blade, Power Shot, Backstab, Shadow Warrior, Silent Roll, Deadly Aim, Savage Strike, Dual Savagery, Alchemist, Poisoner, Armsman. I didn't take any lockpicking perks and I was still easily able to open master locks. The pickpocket perk for planting poison on enemies looked like fun but I didn't get a chance to try it.
2-handed warrior: Sweep, Skull Crusher (75% ignore enemy armor), Barbarian, Deadly Bash, Disarming Bash, Devastating Blow, Deep Wounds, Smithing for Steel, Dwarven, Orcish (haven't got high enough for Ebony yet)
I think the Armor perks can be very helpful if you want to avoid taking damage, but I don't enjoy the type of gameplay where it's like two people hitting each other with a wet noodle. I enjoy the feeling of combat being dangerous, where you have to reload many times to get through a tough battle. So I haven't taken any armor perks or put any points into Health. As a result I frequently get one-shotted by tough enemies.