Well, everything should probably be in the Portals>_default>Skins>layoftheland directory, but the problem moving all the files there would be that if the css file contained references to images found in Portals>_default>Skins>layoftheland>images directory, but you could easily change those references in the css files. I'm a newbie, too, but it does seem that the skins don't generally have subdirectories within their own directory... I'd move them all and then change any url's in the aspx or css files that need to be changed.
As for performance being slow to load, that is a problem inherent in DotNetNuke. Any host is going to be slow loading DotNetNuke websites on the first hit. When they are first loaded, it takes time to process and start the application and load everything into memory. Setting the site to heavy caching will help. Once it's all cached, the pages load slicker than snot. The problem is, it doesn't stay cached forever and eventually the first person to visit a site after that time will find the first page they visit loads really really slow. I honestly can't explain it in technical details very well, it has to do with the server restarting .net applications after 20 minutes of inactivity or something like that. There is a way around this problem and that is using some kind of keep alive service that accesses a page on your site every 15 minutes, that way nothing times out and the application (being dotnetnuke) doesn't get restarted and "uncached." Most of those services charge money but there are some freebies few and far between out there. Most of the freebies will only ping your site every 30 minutes which is too long to actually keep the site alive. You could offer a paid service to your clients at a cost to them, or you could go with your own dedicated server and run your own keep alive service for your clients. There is some free software out there that can be used if you have a dedicated server where you can install it or a host that would allow you to do that on a shared server(not sure that's possible). The key is, if the website isn't accessed more often than every 20 minutes, it's going to shut down and the next visitor who happens by will have a long page load time waiting for everything to restart again. That is one of the disadvantages to DotNetNuke, the question is: does the convenience of a content management system outweigh some of these disadvantages. I set up a friend's website for her knowing that she would need to be able to create content by herself and she is not computer savvy, heck, she's confused by ebay and purchasing things online, but as a business woman she has to have her own website and branded email. A CMS was the way to go, and it is easier for her to enter things on her own than rely on relaying edits to me to make for her. DotNetNuke seemed like the easiest to implement, and my webhost already offered free installation of the current DNN version. There are some other drawbacks to DNN, skinning DNN can be troublesome as certain default pages contain tables that are nearly 1024px wide and that isn't so user friendly when it comes to trying to skin pages with those rather wide tables if you are looking at a truly fixed width site. Most of those tables are in the admin, so it's not such a big deal, but if a registered user wants to review their account settings, the "manage user account" table is another whopper of a wide load and won't fit nicely on an 800px fixed width site without breaking the format. So, that is something to keep in mind when skinning. You can easily create a custom page for the user account and apply a wider skin to just that page, and it seems some pro skinners create two skins, one for the admin pages that is one column contentpane only, and another skin for the rest of the pages that has all the columns and various "panes" for the layout, so there are ways of working around those issues. Personally, I still think DotNetNuke's advantages are worth dealing with those little quirks. It makes managing a site so much easier and gives so much functionality and diversity to work with. Thousands of users can't be wrong!
Hope that helps,
Rick