Its currently possible to use different skins on different pages if you want to make things look different on different pages. Mainly the skinning system has been designed to help facilitate consitent styles across pages.
I will see about adding a module specific css class to the html module and perhaps others too by wrapping it in a <div class="module[moduleid]" where module id will be based on the actual module id.
C#/ASP.NET is not a scripting language. There is no equivalent to server side script includes like we had in Classic ASP or like in PHP or other scripting languages, the closest thing is a UserControl which can encapsulate whatever server side code you need to run and can plug into the content system easily.
Best,
Joe