I made a post about this a long time ago with pictures and everything...

http://www.bikeforums.net/showthread...ht=ocp+skewers

I have my front one running alongside my fork and clamped a bit behind.
My rear one is usually along my seatstay inside the triangle.

IMO parallel with the ground looks bad and is more dangerous. It doesn't do much anything for aerodynamics. Also I wouldn't want my skewer to get hooked by something.