Hey,

You don't need to use bones for animations, you can use vertex-based animations as well, however I don't know much about modelling. I've never heard about animated skins being possible, but you can add a few skins and the switch skin using the "entity.skin" value.

To just keep a character on the ground, you don't need physics - just trace down to get the distance to the ground, and the change the z-value of the entity. I don't have any experience with the physics engine though, if you really want to use physics.

For skycubes you should check ent_createlayer in the manual as far as I know. Can't help you any more on that one I'm afraid.