TRACKING -  Our skyes were bred to use their noses and really enjoy tracking.  Start them young and you will be surprised at what they can do.  They are low to the ground and so (in my humble opinion) have an advantage. 

A quick suggestion - if you live in an area that has a lot of snow, take that season off. I demotivated my first tracking skye trying to keep him going through snow that was just too much for his short legs. Also, you will find they track much better during the cool seasons.

AGILITY - With very few exceptions, a skye terrier who is sound can easily learn and really enjoy agility training.  Not only does it give you more control over your skye terrier without the harsh corrections of obedience, but they love it.

Again, one small suggestion - I do not use the common training technique of stopping my skyes at the bottom of the a-frame so that their front feet are on the ground and their rear feet on the a-frame. I found that it created a problem for them since all of their weight was then on their front legs.  If I let them determine their own speed down and let them come right off at the bottom, they loved doing the a-frame.