If you're worried, you could always apply the skin and wait 24 hours for it to completely dry before you power it back up. Any errant water that may have come in contact with electronics will have evaporated.
I have used wet apply skins on all my Apple products and have never had a single problem. Some skin manufacturers will include a spray bottle of solution, which will decrease your likelihood of drips and extra solution.
Edit: The way most skins are cut out so precisely, I can't imagine trying to install one dry with only one chance to get it right (unless I'm missing something, and dry apply skins are more cling than stick?)