The only real reason that skim MAY work better is less fat=fills you up less. Usually, this pales in comparison to the higher calories and fat's support of vitamin d like Chris said, but if you log your diet closely, and realize you can reach your needed goals through drinking skim (and consequentially more because you're filled less), then go for it.
But again, most likely whole's going to be a better call. I'd err on its side.