It should be something that you do when there is no other choice and not
your first action. Installing from the repositories is done for a good
reason. It gives you consistency because they follow consistent rules. It
gives you updates as applications are improved and patched for security
holes. It teaches you good practise because you can destabilise your system
any time you deviate from established practise.

I install some applications directly from deb, but prefer to use the
repositories and a package manager. I even prefer using a PPA to installing
from deb because it means that I can remove the package easily and upgrade
it. With PPAs you lose some of the consistency because you do not know the
credentials of the packager. With Ubuntu the package could be maintained by
a 15 year old kid, but at least you know that he has been trained and knows
his stuff. You do not know the commitment that developers have to Linux or
to specific distributions or that their packages won't wreak havoc on your
system. They are generalists and in the worst case may not even care about
Linux or have specific knowledge of your distribution.

The fact that Skype has partnered with Ubuntu is significant, though, so you
can be assured that the version in the repos has had to achieve some sort of
standard or quality control. We do not know if Ubuntu had a hand in the one
directly from Skype. It may be fine or not. You just do not know. Because
there is risk attached and no updates, it isn't something that Linux users
should do lightly.