The Bhaalgorn's bonus to Energy Neutralizing makes it a popular choice for wormholes, as it can bring the power of its bonused Energy Neutralizers upon the enemy whilst not endangering the mass limit of Wormholes too much.
On other ships, Energy Nosferatus are limited by only having an effect when the ship's capacitor is lower than that of its target; the Bhaalgorn's innate bonus dispenses with this mechanic, allowing the Bhaalgorn to use Energy Nosferatus on hostiles regardless of the Bhaalgorn's capacitor level. This makes Nosferatus very viable on this battleship.
Capacitor Management mult=yes - A higher capacitor capacity increases the amount of "buffer" cap the Bhaalgorn has, meaning that, if a situation arises in which the Bhaalgorn pilot must use a lot of capacitor-intensive modules at once, this may be sustained for longer. Additionally, whilst the capacitor capacity increases, the recharge time remains fixed, meaning that there is an overall gain in energy recharge rate.
Capacitor Emission Systems mult=yes - Bhaalgorns are almost always found equipped with some sort of Energy Neutralizer module. These modules (especially the Heavy variants) are extremely cap-intensive over long periods of time, and Capacitor Emission Systems reduces the amount of capacitor used by any modules of the skill by 5% per level. At Rank V, this means Energy Neutralizers cost 25% less capacitor, and so the Bhaalgorn has much better staying power over a longer period of time where the situation requires extensive use of its neuts.
Capacitor Systems Operation mult=yes - Alongside the aforementioned skills, this skill increases the longevity of the ship's capacitor by allowing it to recharge faster. Combined with Capacitor Management, a ship's capacitor can be made to last significantly longer and recharge faster. This skill also makes the Bhaalgorn more resistant to being neutralized itself, as Heavy Neutralizers have a 24-second cycle time, and higher levels of this skill allow the ship to regenerate more capacitor during the period between neutralizer cycles.
Controlled Bursts mult=yes - The Bhaalgorn's main weaponry is Large Energy Turrets; these turrets are the most capacitor heavy of all guns. Alongside the capacitor already being devoted to Energy Neutralizers, most Bhaalgorns have Large Energy Turrets fitted, so higher levels of this skill ensure the burden placed on the ship by these turrets is as minimal as can be. Wormhole Bhaalgorns are usually found without guns, so this is a skill some Bhaalgorn pilots can afford to miss out on getting to V.
Hull Upgrades mult=yes - An unskippable skill for any armor tanking ship, Hull Upgrades both increases a ship's maximum armor hitpoints by 5% per level and enables use of all sorts of armor modules. Bhaalgorns are almost always found with 1600mm Reinforced Steel Plates and, with Battleship class ships' generous power grid allocation, Tech 2 variants of these armor plates can be easily fit onto the ship. The Bhaalgorn has no innate bonus to survivability in terms of resists or raw HP, so every little bit of resists helps.
Armor Rigging mult=yes - Tech 2 armor rigs usually have quite significant bonuses over their Tech 1 siblings, with Trimark Armor Pumps being no exception to this. As was just mentioned, the Bhaalgorn isn't bonused to survivability in any way, so the bonus to armor HP afforded by Trimark Armor Pump II is nothing to scoff at. Higher levels of Armor Rigging reduce the penalty to maximum velocity that is found on the Trimark armor Pump.
Amarr/Minmatar Battleship - Depending on the ship's intended role (whether it be large fleet PvP, solo work, wormholes, incursions etc.), getting the appropriate skill up will greatly increase the Bhaalgorn's potential. For Incursion uses, Minmatar Battleship mult=yes will be a boon to the ship's potential, whilst the Amarr Battleship mult=yes is not as useful, as NPCs are immune to Energy Neutralizing effects. In a Wormhole, or in solo work, getting both Battleship skills up is advisable as both bonuses will aid in the ship's potential.
General Gunnery Supports - All the Gunnery support skills (such as Rapid Firing mult=yes and Sharpshooter mult=yes) are useful to the Bhaalgorn's damage potential when using Large Energy Turrets. Trajectory Analysis mult=yes could perhaps be left slightly lower than the other skills, as Energy Turrets generally have negligible fall-off.