I put in a ball valve with an extension hose so I can just turn the valve to drain the oil. Helps a lot with the oil mess. My skids would be a PITA to remove and reinstall since they are aftermarket.
It's hard to imagine the air resistance between the skid on or off is anything but negligable. I'd be impressed if you could find a way to even be able to accurately measure the difference. When the skid is off you still have the same amount of surface area that has to push air out of the way.
I wouldn't say the factory skids are near useless. They bend and dent easy sure but it still takes a lot of force to get through them. The radiator is very vulnerable without any skid and your transmission is cooled through the radiator. I think it would be worth buying new bolts to help with the cross threaded bolt/nut.
You can also run a synthetic like Mobile One or Amsoil so you don't have to pull the skid plate off as often. The oil is more expensive but the overall cost is less because you can safely go more miles before changing your oil. When I use Mobile One I change mine every 5000 miles but if you waited 10,000 you'd still have virtually the same wear as you would with regular dino oil changed every 3,000 miles. Synthetic is hands down a better oil. With Amsoil it's even more dramatic. With fully synthetc Amsoil you can safely go 15,000 miles between oil changes instead of every 5,000 with the Mobile One.
The skid plate takes a little more work sure but if you off road, rock crawling or not, I'd say it's well worth the extra effort.