This comes across to me as the same sort of reasoning as the poster a couple posts above you talking about Nucky being unlikable. Unlikable or not, both Nucky and Margaret are both fascinating characters to me, which I don't find Skylar White to be in the slightest.
Skylar (save for a couple of moments in this 5-season series) is a shitty character because she doesn't feel fleshed out in the slightest. I don't know who she is outside of her implications to Walt's plans. She's no Carmela Soprano. She's a boring, walking, talking plot vice for Walt that I wish had more time dedicated to fleshing out exactly who she is beyond thinly-drawn housewife. Anna Gunn deserved better material.
And speaking of The Sopranos, that provides a perfect example. Janice Soprano is one of the most annoying fucking characters ever. But goddamn is she a well-written and interesting character. She's super-unlikable as a person, but admirable in terms of just how well-written she is. And I feel the same way about Nucky/Margaret in Boardwalk Empire. They might not be the most likable people, but I find their development very interesting to watch.
I didn't say a thing about likability, and my lack of enthusiasm towards Margaret and Skylar has nothing to do with whether they're likable people and everything to do with not finding them very interesting as characters or (especially) as performances.
I get your point about Carmela/Janice/Margaret being more three-dimensional characters than Skylar, and I agree. At the same time, if given the choice, I'll always take Skylar over Margaret because she's always connected to the driving plot of the show. Margaret may have more meat on her bones as a character, but not is she dull to watch but her stories are often divorced from Nucky's and co., making her digressions feel like a waste of time.