We needed to get to 25 to be able to learn the secret of safe cracking - which is great for an agency to have, but not necessary except for treasure hunts. Only one or two agents need to have it.
Socrates has hypnotism, which helps you get witnesses to talk - and would probably be the most useful in general.
Dies Arcaneum has pickpocketing, which only lets you get your 'fee' back if your client did it. Usually by the time you get the points for that skill - the money from clients' fees is 'chump change'.
If you want to do treasure hunts with an agency, its important that the agency has agents in good standing with all three (that would be 3 different agents usually) so you can ask about lost treasures.