When in Skopje, or indeed Macedonia, you must go to a kafana. Live folk music, free-flowing alcohol & dancing on tables. It is just MAD. A lot of my friends laugh at me for liking kafanas, as folk music is not cool. Western music is what's 'in' with the Macedonian youth. I argue that I can listen to English music in England!!
Dress Code Anything goes. Don't dress up too much though.