I have stumbled upon a weird feature in Skype - colored text:
How do I achieve this? Are there available any special tags?
Found out on my own. You can use the standard HTML tag 'FONT' with the 'color' attribute, like this:
<font color="#hex-code-of-color">any text</font>
And to post it you have to hold Ctrl + Shift and click with the mouse the Send button. I've checked and there are available additional 'FONT' attribute 'size' and 4 more tags: 'U' [underline], 'I' [italic], 'B' [bold] and 'BLINK' [obvious]. The image on the screenshot above is made programmatically, on img4skype.com. Source.
UPD: Doesn't work since 5.8.0.154. Though, if you send the code from an older version, it will render properly in the new ones as well.
An app called skype colors.exe, which you can find on the web, might seem shady but should work. You open it then type in Skype chat and choose the color you want on the bottom of the message bar.