What skills sets are a game breaker and would make one PC much more powerful than the rest?
How would you optimise a character so that they were incredibly more powerful than a "standard" character?
I think the Laundry's pretty well balanced in this, or at least it's never come up for me.
There are skills that are more powerful (in terms of, say, damage output), but they tend to lower a character's shelf life (he who lives by the sword dies by the sword, after all), since the characters are almost never the most advanced combatant/magician and almost never know much about what's going on.
I'd say the main things to look out for is if someone builds an action-movie hero heavily built around combat. You don't have to restrict them necessarily; but be sure that they don't force the game into a series of D&D-esque dungeon crawls.
The other way I've heard rules abuse in BRP, but not the Laundry itself, is by "demolitions" experts who avoid sanity loss and more by using copious amounts of explosives and blowing up everything that sneezes.
Call of Cthulhu derived BRP is pretty immune to traditional min-maxing. There are definitely skills that are more important than others - Library Use >> Operate Heavy Machinery, but as it not a very combat focused game there's a limited amount to which that can really happen. If you make a combat monster, you can maybe hurt cultists but you're still going to be nothing against any real Mythos threat. And maxing out magic is tempting but magic drives you crazy, so that has a natural balance going on. Really you're only going to have problems if you give gear that has too much of a no-downside effect.