Hi Joe, not sure if this is a bug... I installed a new site in the normal way (from the stable 2.3.9.5 for SQL Server .Net 4 Codeplex release), but after running all its scripts successfully, the site worked but had no skin.
Once logged in as admin I was able to see that a skin was set (I'm afraid I didn't register which one). Setting the skin to another one worked fine. I wonder if this is related to this previous thread.