Well, you'll definitely need to root to do that. I'm not sure that deleting the keyboard is right though. A skin should sit on top, not replace the keyboard.
Also, you'll want to be careful and make sure you know how to restore the keyboard to it's defaults before you do this stuff. You very likely won't be able to [easily] install updates later if you can't restore the phone to stock.
I'm not a rooter, so far, but I really suggest you read up on it a bit more before removing the Swype keyboard. Could save you a lot of trouble down the line. There are lots of threads on rooting; the pluses, the hows, and minuses. Read them, because I'm pretty sure that after you root, and before you delete the keyboard, there needs to be a backing up the phone step.
In order for the swype keyboard to be customized uninstalling does makes since. Even though its a swype program you don't want it to clash with the original.
I've been reading up on rooting, and I have a ton of associates who have rooted the androids, I plan on selling my DX soon so if I do root it won't be until I get my upgraded phone.
As fast as swype goes, I love it. The simple fact that you can change the themes and create your own theme exits me. Everything I want my phone to do I've come to find out I can't do unless I root. Grr!
I just wanted to make sure you knew what you were doing. Hard to tell what peoples experience level is, and I'd rather risk insult than injury. It's easier to apologize for the first.