My favorite is the Green River Sheep Skinner. It comes sharp, it can be made literally as keen as a straight razor, and holds that edge well. And they're cheap! Generally you buy the blade and affix your own handle. The blade costs usually about $15 or less but they're not cheap Pakistani junk; they're made in USA since 1834.
I use mine for not only skinning, but other butchering and field dressing, even cleaning fish and slicing up food in the kitchen.
The Sheep Skinners are the curved blade knives in this photo: