Hi
Screw and plugs will always be better, espescially if your walls are a bit bumpy...and the skirting needs pulling back. Most people stick it these days.
The best stuff I've used to stick it is yellow gripfill by evo stik...link
http://www.powertoolsdirect.com/evo-stik-gripfill-yellow-solvent-free-adhesive-350ml
It has an instant grab property, and It's water based so you can fill in the gaps between the top of the skirting and wall with it, smooth off with a damp rag...and paint when dry.
No more nails is similar (unibond), but a bit thicker in consistancy, so you have to push it back quite hard. It can be expensive because it's aimed at the DIY market...link http://www.vellumartwholesale.com/contents/en-uk/p596.html
Painters mate or decorators caulk is a flexible water based filler, but is excellent for sticking skirting on the walls, as it dries it shrinks, which pulls the skirting back...it also works with coving.
Try and buy solvent free, because it's easier to clean up... especially if you get it all over the wall :)
I'm sure loads of people will disagree but
I hope this helps