I think it depends on what you're fitting, wood or MDF.
If wood it'll still be drying out once fitted and could try to twist, so I'd be inclined to screw it rather than nail it. Also ensure that you screw/nail it both top and bottom to reduce the chances of it splitting as it would if you just use one fixing right along the middle of the skirting.
I used a combination of No More Nails and screw fixings for the MDF I'd recently fitted. If possible I used No More Nails on plaster board walls and screw fixings with No More Nails on all solid walls, but this was mainly due to the plaster not running fully to the floor on the solid walls.
If wood it'll still be drying out once fitted and could try to twist, so I'd be inclined to screw it rather than nail it. Also ensure that you screw/nail it both top and bottom to reduce the chances of it splitting as it would if you just use one fixing right along the middle of the skirting.
I used a combination of No More Nails and screw fixings for the MDF I'd recently fitted. If possible I used No More Nails on plaster board walls and screw fixings with No More Nails on all solid walls, but this was mainly due to the plaster not running fully to the floor on the solid walls.
