I have a few coated blades, and they aren't coated for protection with paint or the such, but have a think teflon-type coating for smoother cuts, and less meat sticking. They really don't make a huge improvement... really the height of the blade has much more to do with how it glides through meat than any coating, and honestly when talking about skinners, you aren't going to be doing a whole lot of slicing meat in the first place so it wouldn't make a difference. - Those type of coatings you don't have to worry about them gunking up anything, since they are very thin.
In reality any stainless steel knife works good and is durable without worrying about rust as long as you look out for it. I have tackle box knives for the salt in seward that I just make sure are thoroughly cleaned and dried after every trip and they are fine, without any type of coating. My gerber tool is the worst I've seen as far as "stainless" and salt water, but my fillet knives haven't seen much rust at all after years and years.
Even if you have a coated blade, when you sharpen it, the coating comes off the edge, and rust on the edge of the knife is what you really want to be worried about, so the coating doesn't help a whole lot in the first place.