If it weren't hypenated, then it would be "Skidz" which would be pronounced like "Skids" (and actually be a more phonetically correct spelling). But as it is hyphenated, I've always pronounced it as "Skid-Zed."

I suppose Americans would be calling him "Skid-Zee." What about in the Robots In Disguise dub... how did they pronounce his name there?