Changing Editor appearance > Skin has no effect

@anrikun,
which version of CKEditor library do you use ?
What theme in Drupal and which version of drupal ?
Do you have this problem in all browsers ?
Do you see any errors in Firebug or similar tool ?
Please check server error logs and admin status page if there are any errors reported related with Ckeditor.
Can you check if this issue exists in latest release ?

I'm having this issue as well. I was playing with the various skins to show to our team when I noticed they weren't changing.
Found this issue in Win Firefox, Chrome and Mac Chrome. Didn't bother checking all browsers, since I noticed the js error.

Platform:
Acquia Dev Desktop
Drupal 7.14 (not acquia)
Ckeditor 7.19
CKEditor plugin/library 3.6.4
Drupal Seven Theme

I did get a js error in Dev toolbar. I'm including the screen shot. I'll also try to track down what the issue is.

Are you sure you're not being fooled by the skin settings you set in your user menu?

First check that you have the permissions to administer CKeditor appearance, then go to:
yoursite.com/user -> edit -> rich editor text settings (at the bottom of the page)
and try switching it there.