Thanks to timely advice from Geaux Tiger, I checked out the Imicus and got a set of drones. I'm currently rocking 2 Hobgoblins and 1 Warrior, and the combo seems very effective against the pirate factions I have tangled with in the missions.
The main problem I have with EVE is that it is so awesome I am not sticking religiously to my plan to train the Learning skills up first. I have now got my basic Drone skills to a decent level, and trained skills so I can rep drone armour as well as my own. I'm not sure I need this micro armor tank, as I have never lost my shield. With my new drone skills, I can hang way back and it seems that most weapons cannot hit me very well when the afterburner is on and I set up an orbit around the nearest enemy.