Does anyone know how to check whether the contacts in my address book (OS X Lion) use Skype?
Broadcast an email and ask them. Other than that, you'd need to search Skype for each one. With some cleverness it may be possible to automate this but it's probably not worth it for other than intellectual challenge. And even then, there will be multiples (how do you choose the right one?) and no-hits (f/ex, my Skype-name is a nickname that wouldn't be in my friends' address books).
Edit: It looks like Skype 2.8 does have an option to import from Address Book. I can't say how effective it is.