The Admin pages (under the Administration menu) will use the site default skin, so you could make the jquery UI skin the default skin and then set your other pages to use a different skin. Note that if you did this in the beginning and you made all the top level menu pages use a different skin then new child pages created below them would use the same skin by default.
Note also though that Page Settings and Edit This Page will always use the page specific skin. This is needed so that you can see that it is using the skin when you change it in page settings and its needed in the edit this page because the page skin might have more or less content panes than the default skin and you need to be able to use the one for the specific page.
Hope that helps,
Joe