Skirt steak is one of the most flavorful cuts of beef, and even though it's also one of the tougher cuts with a lot of connective tissue, it's still a great steak for grilling. There is a good amount of fat within and between the muscle strands, which helps keep it moist when grilling it.
A lot of skirt steak recipes call for marinating the meat before grilling it, and because of its looser structure, skirt steak will absorb the flavors of the marinade quite well. But there's no need to marinate it for more than 30 minutes or so, as marinating does not tenderize meat.
Since skirt steak is tough, the best way to cook it is very quickly over the hottest grill you can get. Ideal doneness is medium-rare to medium.
Most importantly, skirt steak absolutely must be sliced thinly against the grain.