For power game characters (that's not meant as a personal judgment- this character is supposed to excel at everything, so...) like this to exist on console, I think you'll need the Oghma Infinium exploit. Once Dragonborn comes out for PS3, respec'ing will make it even easier. But in order to minimize perk usage- I don't think you need to max "gateway" perks like stealth or light armor. Illusion magic will negate the need for 5/5 stealth, and unless you really want silent roll and light step, you might not even need muffled movement from the left side of the tree. You can just use the Muffle spell or any of the pre-enchanted muffle shoes that are in the game. In all cases, since you're going to mess with smithing and enchanting, there should never be a need for all five ranks of any gateway perk. The combination of those two perks, in my opinion, negates any combat challenge the game has.
Also consider the importance of those final elemental perks, like fire making enemies run away- my experience has shown me that this is more of a nuisance than anything. From a power gaming perspective, only lightning's special effect perk is useful, since it basically lops 15% off of all enemies total hit points. Consider specializing in one element, for character definition as much as for saving perks.
tl;dr: Those five tier gateway perks become less and less critical as your skill increases. "Fortify X" enchanted gear makes this even more the case.
Personally, Vou, though...these characters. You say you want a more immersive experience, but the characters you describe don't sound believable/relatable. I realize they're based on mythology (or Valkyrie Profile ), but they sound like min/max god mode characters with no meaningful attachment to the game world. If you are looking to roleplay and get immersed, you need to try to imagine your characters as seeking to live in the game world, not master it- to be a part of the world, not above it. That doesn't mean they can't be exceptionally skilled, but there needs to be direction. And, there's nothing heroic about being good at everything- the most memorable heroes have always had flaws, and moments where their own array of talents were not perfect for the task at hand. So much of what we value in heroism is about the effort, not the outcome. Don't let "perfect" become the enemy of "good," is the gist of it, I guess.