There is already a thread about that, discuss it there:
http://www.gamesas.com/index.php?/topic/1155229-please-do-not-make-this-game-a-steamworks-only-game/
To answer your question, Fallout New Vegas used Steamworks, a kind of DRM. It was NOT only available through Steam, you could buy it on a store just like any other game, get the box, etc. However it required you to install Steam and launch it for a one time activation.
No, Skyrim will not be available exclusively for Steam, it will be available normally with boxes, manuals, DVDs just like every other game you buy at a gaming store or whatever. However it's probable that it will use the Steamworks DRM. Though nothing is confirmed.