I've played around with the idea but eventually settled on binary searched arrays for the small stuff and red/black trees for the rest.
One thing that bothers me about skiplists is having a static number of levels, which will either be too few or too many for most situations.
You should be inserting a new level whenever you add an element to the highest. I like skiplists, they're fun to teach but I'd say the part that irks me the most is their O(log n) is through "amortization", or sometimes its a long search, sometimes its a short search, so it "averages out in the end".
From a purely academic side, its difficult to explain why you'd use one data structure over another. We can say THIS structure has an O() for THIS operation, but its often at the tradeoff of another operation. Then it comes down to ease of implementation, where I'd say skiplists have a harder time explaining vs. hashing.
Or leveldb's: https://github.com/google/leveldb/blob/master/db/skiplist.h
Not an implementation, but a very fun explanation, that you could definitely implement if desired.