its down to personal preference whether you run the skimmer during a cycle or not..Unless your using live rock that is bearly cured and is going to suffer a lot of die-off, then yes, run it through the cycle..If there is none, or hardly and die off, then i would not run...Like i said, its down to personal preference...
As subliminal says above, your after getting good water movement around the tank, in various directions, get it a little random...
Niko