How do you counter pillaging skeletons?
Bunker up.  The scenario you describe relies on people leaving a path of territories with single defenders.  Barring the unlikely event where they are revealed and claimed in the same round, you likely know they're coming, so don't leave yourself that open.  Use mountains, leave extra defenders, etc.  Wall them in, so that they are surrounded by highly defended regions.  If they can only take 3 regions, they only get one extra guy and only 6 points, which is far more manageable.
Attack their declined race.  A solid score generally relies on both races, so if you take out their declined race, they will be forced to rely on just the skeletons or decline them.  If they are the player's first race, they can still fall behind someone with two solid races.
Attack them.  Yes it is a high cost to destroy one skeleton, but destroying one might be all it takes to slow down their growth pattern.


Highlighting specific race/power combos is kind of pointless, since the chance of them being available is exceedingly small.  There are plenty of defensive races that could withstand them or aggressive races that could knock them out early.  Pretty much the only thing you don't want to do is decide that it is too expensive to attack them and let them continue to grow turn after turn.