The skylight filters will do the same job as the UV filters. Both absorb ultra voilet and blue light without affecting the length of exposure time needed. Maybe there is some subtle difference somewhere but I don't know of it. At normal altitudes above sea level I doubt you will notice any difference to your pics so use either for lens protection.
There is no method of use - just fit to lens and thats it.
As for different brands it makes sense to buy the best you can afford within your budget. If you fit anything to the front of your lens it must have some effect on quality and the higher priced ones will have coatings helping to prevent lens flare and reflections. The only other consideration should be the thickness of the filter and casing. If you are going to use multiple filter set ups the thinner the filters the better to prevent any vignetting occuring, using one filter on it's own this doesn't matter.

Message edited on: 11/14/2005 05:38

And every one said, 'If we only live,
We too will go to sea in a Sieve,---
To the hills of the Chankly Bore!'
Far and few, far and few, Are the lands where the Jumblies live;
Their heads are green, and their hands are blue, And they went to sea in a Sieve.

Edward Lear
http://www.nonsenselit.org/Lear/ns/jumblies.html