Can the control panel have a skin or theme applied without it affecting automatic updates?
You can certainly override the admin css by using https://github.com/lindseydiloreto/craft-cpcss from Double Secret Agency. It's rather nice.
Lindsey also has a Admin JS plugin too: https://github.com/lindseydiloreto/craft-cpjs
Regarding actual admin template changes and their ability to survive an update, I'll have to defer that to somebody who know's more about it than myself.
No files within craft/app/ are safe to modify if you intend to keep Craft updated, including the templates.
Plus, the license forbids it, so there’s that.