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Controller, Assassin and Elemental in that order.

It actually completely depends on what type of build you're using. If you want to have an assasin (melee/phase) siren then you're going to want to focus on Assasin, if you're going for a Mercenary, then you're giong to want to focus on Controller and a bit of Assasin and Elemental. If you're not sure what build you want to use you should peruse this page at the borderlands wikia

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