I want to set up Skype to have priority on my router whem I'm skyping from my iPhone, but I can't figure out which port the app uses.
It seems that it's port 80 and port 443. See this article on blocking of Skype 3G traffic
Ideally, outgoing TCP connections to all ports (1.65535) should be opened. This option results in Skype working most reliably. This is only necessary for your Skype connection to be able to connect to the Skype network and will not make your network any less secure.