You can get them tight enough, but they will eventually slip ever so slightly. I get annoyed by that so I use a tensioner to keep it slack-free (also makes it a lot easier to center when tightening because it doesn't grab and lurch forward).

As for the skewers - it's not an easy process, check this thread for more info: http://www.bikeforums.net/showthread.php?t=63312