I would suggest that skepticism requires that one does not accept explanations without investigation. Thus, accepting that one does not know is a perfectly skeptical position.
There is of course a limited amount of time in all our lives, and we all have different skills and resources available. So it would be nonsense to require that one investigates everything ones self - even if one did, that would not be evidence that is free from bias.
To accept something as 'proven' the same observations must be made by independent investigators, using methodology that caters as well as possible for bias. So long as the system for presenting and validating said data is robust it is sensible to simply explore the data ones self.
The problem is that one often must rely on others analysis of the original data, their conclusions on the validity of the data, and proposals of certainties that are not necessarily fully backed by the original data. This may also lead to the use of 'reliable sources' to support ones own biases.
So I would contend that one can be skeptical all the time, but have to accept that not knowing why something is the way it is does not preclude action, and that one must be aware that alot of what you think you have worked out is probably not fully justified. For me skepticism is just continuing to question in a sensible fashion.