Coming back here in 2016. I’m also looking to find a way to let the engine draw the Skybox last (so it does not waste time including it in the depth test).
In 4.11(maybe earlier) there is now a setting in the Mesh detail panel (under “Rendering”) where you can tick “Treat as background for Occlusion”.
I’m guessing this pushes that particular mesh back in the render queue. (?)