Strictly speaking, the skin effect is completely independent of the geometry of the conductor and only depends on the frequency of the signal and the conductivity of the conductor. In terms of shielding, as it seems to be what you mean from the OP, though, the skin effect being the primary means of shielding is really only directly involved with a continuous closed surface I should say. A finite conductivity allows the electromagnetic wave to penetrate the conductor as an evanescent wave. If you were to make a solid wall of conductor, then the thickness would have to be greater than a few skin depths to ensure that no appreciable amount of power penetrates through. However, with a wire mesh instead of a solid conductor, then the geometry matters more than the skin effect. The finite conductivity that gives rise to the skin effect certainly affects the performance of the shield but we are generally concerned with the geometry more than the conductivity since a good conductor like copper, silver, or gold has a very very small skin depth in the first place.
The shape has less to do as well as long as it is a closed surface. What matters most I would say is the size of the gaps in the mesh first and the thickness of the wire used to make the mesh second. Shape and conductivity are far lesser factors for consideration. Shape of the cage usually only matters to what is happening outside of the cage. For example, sharp points and corners gives rise to field enhancement, where the electric field (and magnetic field too of course) has a much higher magnitude in the local volumes of these points. This can give rise to dielectric breakdown and sparks, like when you stick a fork in a microwave. The sparks from a fork are primarily due to the field enhancement at the tines, you may not see such sparks if you placed say a spoon inside the microwave despite both objects being the same metal. But any adequate shielding from the cage will negate any concerns for such phenomenon affecting the occupants.