Choosing and keeping an alternative skin for your users is pretty simple.  You would need to provide links to switch between the skins you would like them to use.  When these links are click, you would then assign a cookie to the end-user which would specify the skin to load.  This cookie will override the skin specified at the page or site settings.

Due to the current limitations on the ability to set expirations for cookies in ASP.Net 2.0, I would suggest going with a JavaScript method of assigning this cookie, if you can.

If you consider the source in the Default.aspx.vb file:

' load user skin ( based on cookie )
If ctlSkin Is Nothing Then
    If Not Request.Cookies("_SkinSrc" & PortalSettings.PortalId.ToString) Is Nothing Then
        If Request.Cookies("_SkinSrc" & PortalSettings.PortalId.ToString).Value <> "" Then
            PortalSettings.ActiveTab.SkinSrc = SkinController.FormatSkinSrc(Request.Cookies("_SkinSrc" & PortalSettings.PortalId.ToString).Value & ".ascx", PortalSettings)
            ctlSkin = LoadSkin(PortalSettings.ActiveTab.SkinSrc)
        End If
    End If
End If

Your cookie would need to be named "_SkinSrc", and its value would need to be the name of the skin, as it would be shown in the database.