The only advantge you could get with dodgy weapon skins is quite minimal, and doesn't give you a real advantage. You could get say, transparent or invisible weapon and hand skins. You'll have a lot more vision of the floor, but in reality, pretty much no advantage.
And it goes the same with player skins. The worst you could do is have bright one-colour skins for each team. It makes player(distinguish CT from T) identification easier, but doesn't really give you an advantage, as the skins are still bound by lighting physics. Bright colour skins cannot be tweaked to appear through walls, and are nothing like a cham hack.
eg. a CT camping in a dark corner will still be just as hidden whether its the classic or bright colour skin, as there still illuminated with the exact same amount of light.
Custom skins don't allow you to run anything malicious, you can't run special options or settings that will do something amazing, it's pretty much just fiddling with colours.
The wall hack that I've been referring to is nothing more than taking the original texture files, and changing the opacity to basically nothing.
I would also rather have an ironclad sv_pure 2 setup, then no sv_pure at all.
But blocking rather harmless player/weapon skins, its up to you.
(depending on how well they type it up lol). This is not new and is something that I will always have to deal with, I am sure you are well aware of that 
