there is no "official" skin preview.
I did bring this up with Skuzzy and it is a logistical nightmare. Basically the download page for the skins is script driven, and there is no simple way to add a screen shot to the process. I had offered to make screen shots myself, but it was a no-go.
I'd love to re-visit that option with HTC staff, but as the skins are updated someone would need to manually edit the source page to add the link to the proper screen shot... out of a possible what? 1350 skins / links to DL them (90 models, 15 skins max each).
If you have the hard drive space it's best to just DL them in the background in-game, though at 1 MB per, that's over a gig of skins now that I think about it