This table comes from a wikipedia article on skin effect... Carbon Joe is correect. Apparently even at 100khz switching rates the skin effect wouldn't apply to us, the thin strands in the wire we use would pretty much eliminate it.
I feel faster already!
In copper, the skin depth at various frequencies is shown below.
frequency d
60 Hz 8.47 mm
10 kHz 0.66 mm
100 kHz 0.21 mm
1 MHz 66 µm