Skip lists are a hidden gem! I first learned about them from a GitHub developer at OSCon a few years ago, and at time they seemed like black magic.
It's a shame that universities (or at least mine) don't teach more interesting algorithms like this... it would make the algorithms/data structures coursework so much more interesting.
It was part of my normal university computer science data structures course. Was actually one of the structures we had to implement. Also, for all the "hard to get right" comments I remember them being much easier to write than RB Trees or B Trees.
Georgia Tech definitely teaches it in the intro data structures and algorithms course. I don't remember if we had to implement it, but it definitely came up in lecture.
WUSTL does teach Skip List. We spent a good two weeks learning about it. Intro, analysis, lab, test about Skip List. It's very cool and hard to get right.
UT Austin's multicore computing course had an optional project to benchmark concurrent skip lists or implement faster skip list algorithms. My group aimed to improve element access times by boosting the height of frequently accessed elements.
It's a shame that universities (or at least mine) don't teach more interesting algorithms like this... it would make the algorithms/data structures coursework so much more interesting.