If the main quest, and other such things will scale according to your level, and some side quests, or dungeons, or whatever, won't, then why does there need to be a cap on skills? Here's what I mean...
No matter how high your skills or level is, you will have the scaling of the important parts of the game, however....after I beat the game, what if I want to continue to up my skills, and increase my magicka to obsurd amounts to that I may create, and cast the extremely nutty explosion spells. In Oblivion, and presumably Skyrim, you have this intelligence cap, so my magicka will never go any higher than (for example) 410. Now if I enchant, my gear, and do some fortify spells before casting, I may reach like..1100 magicka... but why? Why isn't there the ability to go higher? If a player wants to go higher, and has the money, and time to create the spells that will cost 20k magicka, then why not allow them to continue increasing their skills, and/or level, to allow that to happen?
This could be solved by simply increasing your skills based on level automatically in game, so if they didn't have a level cap, you would continue to gain magicka as you increased level, and could do whatever it is you wanted to do with your game. In my opinion, that would allow players to have the game customed more to them. Like it or not, some people do want to play the main quest, side quests, and then go on a rampage and be the almighty, destroying cities and everything with huge overpowered spells.
Now this would apply to everything, marksman for the bow and arrow shooters, and strength for the big sword swingers. I simply used magicka because I was always irritated with the cap, and the limited ability to cast spells that cost too much, or create spells under limitations. Players want that customization.
People wouldn't be trying to come up with cheats, and ways to exploit the magicka system if they didn't want it. So just allow it, and it would take care of itself.