What stat(s) should I train the hardest on?
Dex! Dex! Dex!, atleast IMO. It helped me out a lot in crimes like pickpocketing and now I am stealing cars.
my personal feeling is that Accuracy and Dexterity are tied as the most important
strength is next (your gonna need it eventually for weapons, but not soon)
resistance is last
i think level helps with crimes MUCH more than stats do.