I've gone mental trying to find the full installer for the latest version of Skype. There used to be a tiny link at the bottom of the download page, but now it's gone. I absolutely hate installing software that has to download stuff from the mother server, so I always download full installers.
If you have a hard time finding the friggin' offline installer link, here it is:
http://www.skype.com/go/getskype-full
Enjoy Skype Full!