Skype has no option to turn off auto starting on startup on the Mac.

There are two ways to remove auto-start options on the Mac:

System Preferences:
System Preferences -> System -> Accounts -> select your account -> select Login Items -> select Skype -> click the “-” box below to remove it from the list.

A quicker method:
Hold down the mouse button on the Skype icon in the dock. (Or right click on it).
Uncheck “Open at Login” from the menu that pops up.