Till today, I worked with a Skype version (3.8). For this version there was no portable version, and I love portable apps. My colleague and I created from the installed 3.8 version a portable one. That worked ok.
Today, I found that there is a portable Skype version (4.1) on portableapps.com. So no need to create your own work-around portable version.
You can download it here.