All of them are important.  To some extent it depends on your goals which is more important.  For me, learning Spanish for fun, being able to write well is the least important and being able to listen and understand is the most important.  Even for others, I am inclined to think that listening would be the most foundational.  It is the skill we develop first as children and the other skills grow out of it.

A few months after I started learning Spanish, I did a literature search trying to see what are the more effective ways to learn a language.  From what I read, focusing on active listening in the beginning was a very important part.  

@felipe B

I used to have the same problem. Difficult to speak and organise thoughts. One day I decided to focus on listening skills. Just rote listening of phrases and sentences with a transcript (which means practice of reading skills) . Sometimes, I would copy saying the recording. Of course there was less time for speaking practice to other native speakers of my target language. About six weeks later, I had a few conversations in my target language.  I didn't feel any different but people said my rhythm and intonation had improved. I still need a lot more vocabulary but it is definitely easier to speak when I can understand more.