Not an expert, but I glued mine on using 'no more nails'. The problems come when you have curved walls. Then, it is necessary either to edge the skirting into the wall in those areas where it doesn't make contact ( you need long props for that ), or you will have to fill in behind the skirting with plaster where it doesn't touch the wall.
Other things to consider are:-
Let the skirting boards acclimatise to the room they'll be fitted in, that'll take some days at least. Avoid skirting with propeller-blade twist or other warping when you buy it. Fit the skirting a little off the floor, can't remember the exact reason but it may be to do with the floorboards moving over the year and prising the skirting off; I imagine the width of a matchstick would be ok. If the wall to which the skirting is to be fixed is crumbly, stabilise it with PVA.
The other method of fixing is nailing to the wall with masonry nails, and you can either counterbore the skirtng so the nails can be filled over, or use those plug-utter thingies to get a really professional invisible plug over the nail head. Of course, you could always leave the nails showing if you're not fussy!
Andy.