Setting the EnableEmbeddedSkins Property within the web.config doesn't work for applications that have multiple clients that have there own masterpage and skins. Dropping the RadSkinManager into the masterpage and having the ablity to set this property at that level would be a great addition.
The RadSkinManager has some missing controls(e.g. RadCard) in the ControlTypeToApplySkin definition, hence the following approach does not work for it:
skinmanager.TargetControls.Add(ControlTypeToApplySkin.RadCard ,"Vista"); //ControlTypeToApplySkin.RadCard does not exist