from about.com:
What to Expect from a Pet Skunk
Skunks as pets - another unusual choice? Most skunk owners will tell you that skunks are wonderful pets and are very intelligent. Of course, pet skunks are "disarmed," usually having their musk or scent glands removed surgically at an early age. As with any exotic pet, appropriate expectations are vital to the enjoyment of a skunk as a pet.
Considering a skunk as a pet? Some of the skunk's personality traits can make them a challenge to live with - they are active and curious, and will get into everything. They are also prone to stealing items to make their beds softer. They can be stubborn and headstrong. Fortunately they are also friendly, loving and very entertaining and playful.
They will demand attention and play from their owners, sometimes very persistently.