You don't necessarily need a Skype. You can get away with any sort of messanger if you wish (depending if you're buying from an individual seller or not). If you buy from a business they usually have a live chat you can speak with while purchasing. Depending on the amount of currency you wish to purchase they may require some sort of identication.
You can use the Sythe PM system to trade as well as several external programs such as MSN, AIM etc etc.
Its easier to use Skype as most people use it. Make sure you get all the details trough whichever method you choose; RSN, in game screenshots of trade, paypal emails etc etc
If you're scared of getting ddosed or someone getting your IP over skype just get a vpn, otherwise people use MSN, you could email buyers and use the sythe inbox method