I use the Kurt Kinetic Road Machine trainer and am very happy with it. I find it easy to mount/dismount my bike in its supports, it supports the bike in a sturdy manner, it is relatively quiet, and it provides a smooth, realistic "ride". I bought my trainer as a Christmas present for myself in 2011, used it throughout last winter, and saw such an improvement in my cycling fitness that I continued to use it this past spring and summer, though not as frequently as during the winter. It has become an integral part of my physical fitness program.
Bikey Mikey: To answer your question--one uses the skewer which comes with the trainer. It is of a slightly stronger construction than the OEM skewer from the bike, and its end "hubs" are made to be gripped by the trainer supports.