Well as your DM and a very well informed and incredibly biased party, my advice is:
* Arcana (ancient mysteries, magic traditions, arcane symbols, cryptic phrases, constructs, dragons, magical beasts)
Pretty useful, dragons are strong with all good saves, so damage is usually a good way to kill them, and you usually need the extra damage. Constructs are even more rare, but since most have DR, you are probably going to want lots of damage per hit unless you can bypass the DR. In my experience though, constructs are more common in dungeons, because a dungeon implies someone building the damn thing, and when faced with corralling some creatures vs creating some obedient constructs, that second one has a lot of advantages.
Magical beasts are pretty meh, you can kill em pretty easily except when you can't, there's not much to say about them as a group.
* Dungeoneering (aberrations, caverns, oozes, spelunking)
Aberrations are going to be more common then some campaigns, seeing as you are going to be all in a dungeon and such.
* Local (legends, personalities, inhabitants, laws, customs, traditions, humanoids)
Ignore this. NPCs take a lot of damn work to make, so I'm not going to make too many humanoids, not to mention I could create a monster with class levels and and more HD for the same CR. You might run into the odd Kobolds or Goblins, but it's usually not an issue to stack up the damage against them since they have class levels and one of their saves is going to be a single digit number.
* Nature (animals, fey, giants, monstrous humanoids, plants, seasons and cycles, weather, vermin)
Lots of shit here, and while most of it doesn't seem to fit in dungeons, the sheer variety of stuff, even within each category, means you are sure to see some of these come up. Compared to Arcana probably don't take it. Compared to Dungeoneering, tough choice.
* Religion (gods and goddesses, mythic history, ecclesiastic tradition, holy symbols, undead)
You will face undead. Not often enough and not challenging enough for you to wish you had put a bunch of ranks in this.
* The planes (the Inner Planes, the Outer Planes, the Astral Plane, the Ethereal Plane, outsiders, elementals, magic related to the planes)
This should have enough ranks to make the check for maximum damage on a 2, or you should have max ranks. You should probably have max ranks anyway, for identifying them. These are the most common and most dangerous of all enemies.
If you don't have max ranks in this, I will turn everything you would have fought into a fiendish or half fiend version of itself just to spite you. And I'll replace all the constructs with Bound Demons.
