The speed of skin at plugin updates at the official website is really disappointing, and I shudder to think how many other people it makes think the same thing you are... but the funny thing is there are loads of unofficial skin and plugin updates going on all the time. Here's the
real source of Trillian stuff:
The third one also has some skins & emoticon packs, but not as many as deviantArt. In case you don't know, an icon pack changes the contact list icons (and the icons in the corner of message windows) and an interface changes the layout of a skin. Emoticon packs, interfaces and icon packs only work with some skins (known as flexible or "/stixe" skins).
The error messages you're talking about is because, although Trillian 2.0 skins should work on Trillian 3.x (as should all previous skins in fact), you won't be able to access the new video/voice chat features of Trillian 3, simply because the skins don't include buttons and stuff for them. I have to admit that I was rather disappointed to find my favourite Trillian 2 skin broke in Trillian 3 though

but I'd made a few customisations to it, so maybe it was something I'd done wrong.
As for the rest of it, well, personally I've never had the troubles you describe. I guess encryption over MSN and Yahoo would be nice (it works on ICQ too btw) but I can think of plenty of other features I'd rather they did first.