The only thing that I've done with Skype is voice/video. With video conferencing, you can sort of act things out, and it's nice to be able to see people's reactions. Apple's iChat (if you have a Mac) is much better, though. For sound only, we've used Ventrilo as well. You can have multiple connections to Vent, and run one for voice and use the other connection for stereo mix, so you can play sound effects.
Otherwise, I've no neat tricks to share. Documents for me go on Mediafire, but that's pretty unsexy.