I think any additional load from using different skins would be negligible. You should make sure you have Css caching enabled on the server and in the browser, if you disabled that during design you should re-enable it. Good hosting makes all the difference for performance.
Yes, you can organize your CSS so that common stuff comes from a common location, see this page especially towards the bottom of the page.
http://www.mojoportal.com/understanding-the-styleconfig-file.aspx
In fact I do that on this site, most pages use the site default skin but the Community page uses a slightly wider right column, but most of the CSS is shared in common between both skins.
Hope it helps,
Joe