Every business is different, so I doubt there's a single "right answer" here. Here are a couple of things to consider:
If your business is subject to strict regulatory regimes (such as HIPAA or SOX), a communications and conferencing solution that can be logged and audited (such as MS's Communications Server, which I guess is now called Lync) might be more suitable.
If your business deals with highly sensitiveinformation, possible security vulnerabilities obviously become more salient. If you go to the Skype website and look at their page about firewalls, you'll see that you don't need to "open everything" as some have suggested -- but you do have to open a couple of ports, and Skype would prefer to have all outbound TCP ports open (although this is not required). Only you and your coworkers can say what constitutes an "acceptable risk" for your business.
If you have large numbers of users needing chat or video conferencing (or if you're bandwidth-constrained), Skype could easily cause network problems. Conversely, if it's just a handful of folks needing this capacity, Skype provides a free alternative to costly server-based enterprise software.
Finally, it's important to remember that no business software is "free" -- and consumer-targeted software that cannot be easily patched, upgraded, configured and otherwise managed with tools like SSCM or Group Policy can be quite "expensive" in terms of support.
As regards your question about "something in the DMZ" -- this would be a proxy server, no? It is my understanding that Skype can be configured to use a proxy. In the current version, those settings can be found at Tools > Options > Advanced Settings > Connections
I hope this helps!