The skirt is cut from under the breast and rarely is thicker than ¾ inch, which makes it excellent for quick grilling on high temperature. When buying Skirt, ask your butcher for the outside cut, which is a little more tender than the inside cut.
Learning how to grill skirt steak is easiest on a charcoal grill, where you can get the grate really close to an extremely hot fire. This great cut of meat is usually really thin, so the key is to grill it quickly over a super hot barbecue. A friend of mine actually cooks it straight on the coals, but I prefer to use my little tabletop charcoal grill.