The sounds that Skillet uses really aren't obtained (for the most part) by using effects. They are more along the lines of analog-type synthesis, which basically takes a couple different raw waveforms (usually very simply ones like sine or square waves, with little variation) and mixes them together, while at the same time applying filters and modulation to the signal. Such synthesizers are either pure analog (such as vintage Moog synths and the new Alesis Andromeda) or virtual analog (such as Nord synths, Waldorf synths, Korg's MS-2000, Roland's JUNO/Jupiter synths, Roland's SH-32, Novation's synths, etc).
The primary difference between these types of synths (analog and VA [virtual analog]) and the more common "romplers" (stuff like Yamaha S-90, all stage pianos, all "portable" keyboards, etc) is that the A's and VA's allow you a much greater control over your sound. On most A and VA synths, you will find a plethora of knobs, switches, sliders, and buttons.... all of which you will use if you plan on creating sounds of your own. There is definitely a learning curve for these types of synths. You can't just hit the power button and start playing and have it sound exactly how you want it (as you can with romplers, you can just select the piano sound and play a piano part). Don't get me wrong, these synths do have preset sounds... but, for the most part, you will want to use these synths to make YOUR OWN sounds.
I recently purchased a Roland SH-32 from Guitar Center for a clearance price of $350. It's just a module, not a keyboard... so you would need a controller of some sort (I use a strap-on Roland AX-1

)... but I think this would be a very cost-effective way for anyone to get into the realm of analog/virtual-analog synthesis. Other reasonably-priced options include the Novation K-Station (at $700) and the Korg MS-2000 (also around $700).
I believe that Skillet uses the Korg Triton for (at least) their live performances. Now, the Triton is both a rompler and a VA synth (if I remember correctly)... so I'm not sure which way Skillet uses it.
It is possible to get these sorts of sounds from your typical run-of-the-mill rompler board, but it's easier (and much cooler, IMHO) to use an analog or VA synth. That way, you're not stuck as much to the preset sounds of the keyboard.
Hope that helps!
In His love,
Nate