It will eat your diskspace, and a little extra memory for each skin that gets applied, but on a modern computer this is mostly irrelevant because it's a nominal file size per skin. You can of course clear the skins periodically, by simply deleting the non-standard jpeg and dds files.
It will also consume a little extra bandwidth, since it downloads the skins. This will naturally affect you slightly if you have a transfer capped internet connection.
It's entirely up to you at the end of the day.