Here's an interesting definition of a skeptic (from Wikipedia). I think it sheds light on some of the different approaches here, especially in paranormal (including religious) discussions:
Skepticism can mean:
Philosophical skepticism - a philosophical position in which people chooose to critically examine whether the knowledge and perceptions that they have are actually true, and whether or not one can ever be said to have true knowledge; or
Scientific skepticism - a scientific, or practical, position in which one does not accept the veracity of claims until solid evidence is produced in accordance with the scientific method.