You can setup Skype in Settings | Connectivity | VoIP and IM accounts.

Press "New Account", then you get a choice of: Ovi, Skype, Google Talk, Jabber, SIP.

Once you've setup the account, your Skype contacts are retrieved and appear in your usual contact book, alongside 'normal' phone numbers.

It is a very well-integrated way of handling Skype (I've not tried the other services).

Simon