When reviewing an investigator, the most useful question is probably "what is this investigator's specialty?" For Skids, this is action advantage. Between his ability and natural access to Leo he will normally have four or five actions in a single turn (and up to eight on a crucial turn at higher XP levels when combined with Ace in the Hole). As a Rogue/Guardian investigator, this means effective combat turns - especially useful when facing high health 'boss' enemies (like Umôrdhoth). Whilst Guardian characters have more consistent damage and access to more powerful weaponry, Skids excels in dealing out concentrated bursts of damage - mostly using events. In the late game, which is when the 'boss' normally spawns, Skids has usually gathered enough resources and put out Leo to allow him to take five actions - normally powerful damage dealing events such as Dynamite Blast and Backstab or attacks with low level Guardian weapons (and even the much maligned .41 Derringer since it helps offset his low ) combined with Vicious Blow and Physical Training. At later levels, he makes excellent use of Chicago Typewriter and Switchblade as these both offer additional and damage.
Of course, to make use of his expensive array of tools, he will need to be generating a large number of resources - but thankfully this is an area in which Rogues excel. Lone Wolf, Emergency Cache and Burglary on low shroud locations are all great ways to keep him flush with cash and his incredible trigger (+2 and gain 2 resources) adds even more. Though he cannot compete with Jenny in terms of pure resource generation, the fact that he can play as many Guardian cards as he likes and ability to convert resources into actions means he normally has something more worthwhile to spend a pile of resources on.
Despite his strengths, Skids also has some unfortunate weaknesses, the most glaring of which is his miserable 2. Though he has more Sanity than Roland, he is extremely vulnerable to Treachery cards that require checks - a number of which cause Horror. Thankfully he has access to Physical Training which is a key card for Skids as it not only helps shore up his fragile but also contributes additional for when he needs to deal damage through normal combat. His other main problem is that although his is a reasonable 3, he has no real access at level 0 to cards that make him better at investigating. Flashlight can only do so much and at the beginning of a campaign he will be reliant on discarding cards to help him investigate in high shroud locations. Once he has some experience, however, everything is fine as Streetwise provides a strong boost to his and he improves as a killer by gaining better weaponry so Evidence! helps him pick up the odd clue (and its two icons are extremely helpful to boot).
4 is not the most useful of primary stats as a lot of the time enemies are better defeated than evaded, but it helps him evade tough but slow enemies for a single action that a slower character (Guardians especially) would have to waste time fighting. It also means he is unlikely to take damage from Treachery cards that target - although these normally deal Damage which he is not overly concerned about anyway - it is Horror that will usually do for him in a game.
No investigator review would be complete without a look at their signature cards. On the Lam, his signature card, is an event that prevents all non-elite enemies from attacking for a turn. It is not the greatest signature card as in a lot of situations it will be the equivalent of Dodge as it will prevent one enemy attack - and Dodge is often better as it can be used against Elite enemies which On the Lam does not affect! The times when this card is most useful is if Skids is somehow engaged with multiple non-Elite enemies and needs to either gather clues or move the enemies out of the location to let another investigator move in. Normally, however, On the Lam will just be used for its icons, which in fairness to the card are quite strong. The is not often necessary but can help insure a Backstab hits or an enemy is evaded ready to Sneak Attack, the can really help with his otherwise weak investigating and the make it useful for any type of skill check. His signature weakness, Hospital Debts is a rather benign weakness as it causes no Trauma if not completed and does not force him to miss actions to resolve and cannot kill him. Plus Skids is normally sitting on a decent pile of resources and if not can usually pay off the debts with a well timed Burglary or two. Even if it is left in play at the end of the game, losing two experience isn't the end of the world - yes it will delay his access to the powerful but XP-intensive high level Rogue cards, but at least it doesn't make him more likely to die from bad luck in later scenarios.