http://www.games-workshop.com/gws/catalog/productDetail.jsp?catId=cat1300307&prodId=prod1140054
That's the only source of Skinks on Cold-Ones I can find.
As for Krox/Sallies, i'd go for sallies, firstly they're less expensive, and secondly, they're causing a panic check on a unit that suffers any casualties from their shooting. Against Skaven or Orcs, killing just 1 Clanrat or Night Goblin instantly triggers a panic check.
Krox need to charge to win combats. With 4+ AS (even Saurus with HW + Shield get 3+ in combat) they won't survive long anything cavalry charges etc. They have 3 wounds each, yeah, but it doesn't matter if you don't hit with half of your return attacks. Either way, the chances of being beaten through combat res after being charged is high, and then you have to test on Ld7 (which I don't get, something twice the size and twice as scary as a Saurus having less leadership...)
Mind you, krox don't try and eat your skink handlers and they'll get attacks in combat unless topped by a spell or killed, whereas both your sallies could misfire until all the skinks are dead and they go berserk.
It depends on your enemies really, low Ld armies can be crushed by both, reasonable Ld but low armour should be hit by krox, and reasonable Ld but high armour should be hit by sallies (-3 to armour saves from the sallies bad breath opposed to -2 from a kroxigors giant mace). If you're up against High Ld High armour but low toughness, take sallies, high toughness, take krox.