Then Stephen Jay Gould, in the foreword to my book Why People Believe Weird Things, mentioned that it comes from the Greek skeptikos, for "thoughtful." Etymologically, in fact, its Latin derivative is scepticus, for "inquiring" or "reflective." Further variations in the ancient Greek include "watchman" or "mark to aim at." Hence,skepticism is thoughtful and reflective inquiry. To be skeptical is to aim toward a goal of critical thinking.

Just because a word's various etymological roots combine to suggest a nifty meaning for it, doesn't mean that that is the current meaning for it. As we've said here many times, although not quite so neatly as sjm does in this thread - shift happens. AHD gives this for skeptical: Marked by or given to doubt; questioning.

I regularly describe myself as skeptical of a given idea or proposal, and I use it to mean I have doubts about the merits of the idea and feel it should be closely examined, and ideally, improved. I think the word does convey an undertone, even an overtone, of doubt, as well as the notion that we should be critical in our thinking, in order to carry it off as clearly and accurately as we can manage.