Skrox and saurus are by no means bad choices but skinks are by far the best point value unit in that book. with their ability to divert chargers almost 90 degrees and move 12 to get into position to do so a nice skink wall can make sure the opponent only gets the charges you want and forget about frenzy units.
Saurus are a better choice that skrox imo simply because the ws 3 krox aren't enough impact against most any decent charger. I mean 3 of them is only 4.5 hits a turn with maybe two kills versus and armored foe, the enemy will more than make up for that against your skinks. In order to make skrox a decent damage dealer you have to make them a big unit and thus they lose some of the advantage of their move 6
in sum for the tl:dr crowd
1.)skinks
2.)saurus
3.)skrox
My usual list runs 1 block Saurus w/Hand Weapon and shield, 1 block Spearalicious Saurus, and 1 Skirmishing skinks. Everyone overlooks 20 Skirmishing skinks until they get the 40 shots of poison doom and then they go out of their way to taking care of them. They'll walk alongside and support or run forward and annoy/march block by which time my heavy hitters have gotten position. I like the idea of skrox, but I'm having a hard time resolving it as a front line unit. It seems that it would be much smaller and more maneuverable to have Kroxis on their own hitting flanks.
The unit with skinks and krox in the same unit, in my opinion, underperforms. The skinks die away giving your opponent combat res he wouldn't normally be able to get.
A skink priest with the +d6 impact hits on a stegadon joining a unit of cold one knights would be hilarious.
By combat res do you mean so that combat res runs twice as many down? Even 20 Skinks isn't going to outnumber much by the time combat is done, personally I wouldn't run anymore than 10 in a unit, ever. It also lets you shoot two different targets, since 20 shots will usually pick off enough for them to loose a rank.