Hi Franky,
You are right that if your data is skewed you want to ensure that your features all have at least several neighbors, and 8 is a good rule of thumb. The question of whether to use K-nearest neighbors or fixed distance is really determined by the question that you're asking. Fixed distance is often a good option because it ensures that your scale is consistent across the whole study area, but if you want to ensure that all of your features have at least 8 neighbors what you might want to do is use the "Generate Spatial Weights Matrix tool", which allows you to set a fixed distance (and choose your fixed distance according to the question that you're asking), and then optionally lets you set a minimum number of neighbors. That way it will use the fixed distance band everywhere, but for those features where the fixed distance does not ensure that a feature has 8 neighbors, it will extend the distance just for those features to ensure they have the minimum number of neighbors that you set.
Hope this helps.
Lauren Rosenshein
Geoprocessing Product Engineer