Skipping gears when upshifting shoudn't hurt a thing.
Won't hurt when downshifting either, but MAKE SURE the gear you go to is within it's speed/RPM range (ie, don't shift to 2nd when you're going 90 MPH, or you'll screw your engine).
Lift is a joyous feeling, and you'll feel it most notably in 1st and 2nd gears (that's my experience anyway, it actually tosses my back in the seat with those gears
And yeah, lift is only for a GTS.
If you're really racing (in the GTS), then shift right before fuel cutoff (a bit past 8,000 RPM) to get the maximum performance (and maximum strain on the engine).
Not sure on the lift bolts, I believe the '03-'05 models come with the better bolts, but they can still break (or wear out).
I've had my GTS ('04) for over 12,000 miles, hitting lift quite often, and I haven't had any lift bolt trouble (but I think they're easy to change, as long as they're not broken, so it's good to replace them now and again!)