I want all messages to appear on all devices. I want to be able to close the laptop, get up from the couch and continue the conversation seamlessly on the desktop or phone - with all context being present.

It's just the little notification sound that needs to be handled smarter.

Ideally skype would only ring the notification on the device that you have been last active on (skype already detects that anyways). Also let me select a default device that becomes the noisy one when all clients have gone idle for a while.

Unfortunately the impl is a far cry from that. As it stands skype doesn't even reliably deliver all messages to all clients for me. When I leave my desktop-skype running over night and open the laptop in the morning then sometimes I'll receive the messages from the night - but usually not. I literally have to walk around and check any open skype clients (including the one at work that I forgot to shutdown over the weekend..) if I want to ensure I didn't miss a message.