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If I use a Skarmory for example, is it a better idea to max hp and defense, or hp and special defense?


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Generally, no. Usually it's better to focus on one defensive stat in particular rather than try to balance them. The theory of it is that it's better to wall one attacking stat completely than it is to be alright in both. This is especially true for Skarmory; not only does its defensive typing heavily favour walling physical attackers, its special defence is so pitiful that raising it isn't really worth it. Even with maximum investment, it only reaches 262, which most special attackers should have no problem breaking through. It's better overall for Skarmory to switch to a Pokemon with better special walling capabilities rather than use valuable EVs trying to do it itself.

It's not just the actual numbers that make this true. By making a Pokemon a "mixed wall", you're making it so that it has to deal with more Pokemon from both physical and special sides (especially true if this "mixed wall" is the only defensive Pokemon on the team). This may force you to use certain moves in order to deal the extra stress or make other variations to the set that are overall less effective than if you shared the physical and special-walling roles between two Pokemon.

There are very few exceptions to this. Some Pokemon use a bit of investment in both stats to prevent certain attacks from KOing them. For example, Smogon's utility set for Ferrothorn uses both special and physical-defence investment to survive certain attacks more easily:

>168 Special Defense EVs give Ferrothorn enough special bulk to survive two Ice Beams from +3 Manaphy. A Sassy nature with the given EV spread allows Ferrothorn to survive the combination of Hyper Voice + Focus Blast from Modest Mega Gardevoir most of the time, while still avoiding the 2HKO from +1 Mega Gyarados's Earthquake most of the time; the downside is that this leaves Ferrothorn much more susceptible to Crunch from Mega Gyarados and physical attackers in general, so it isn't typically recommended.

Ferrothorn's defensive stats are both impressive, which assists it greatly in being a mixed wall. This is why Ferrothorn as a mixed wall works, but Skarmory as a mixed wall doesn't; Skarmory's stats just aren't good enough on the special side for that to work. Many walling Pokemon are similar to Skarmory in that they have one high defensive stat and one low, which reinforces what I've explained.

A variation of this is the Blissey line, which uses full investment in HP and Defence. Since physical attackers would otherwise make Blissey/ Chansey quite easy to deal with, players add Defence EVs and a Bold nature to help bulk her up on the physical side. This works thanks to her base 255 HP, which helps its Defence even more and assists its special side, which receives no investment at all and survives purely on its favourable 135 base stat.

So as a general rule, unless the Pokemon gets something good out of balancing their defensive stats, it's better just to focus on one and leave the stress of walling the other defensive stat to another Pokemon.

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But my Skarmory usually does fine stalling against special attackers.