I say I "skip" babies because I age them up nearly immediately unless I have a reason not to (practically unheard of), but I also play with aging off so no one grows up unless I tell them to. Babies really have no value as a life state right now, other than realism. They just screech in the background and wait to become toddlers. No major play, they feel like objects (though I get more enjoyment out of the fish tanks and small pet cage), etc. So yeah, I will continue to "skip" this stage until there is finally a reason for me not to.
I do not skip toddlers in 4. I did in 3. They were the embodiment of constant maintenance in 3. They are not the easiest thing now, but I always remember that they used to be so much worse so I do not care a lick.
Kids do get boring after a while because of all their limits. Just to name a few odd ones, they cannot walk dogs, bathe pets, have certain kids skill activities/toys (in fact, though I like the kids gateway skill thing they have very few objects to gain certain skills), cannot really garden, the chores are kind of lacking until they become teens, etc. Another thing constraining for kids and teens is the school system. Normally it is fine, but if you are doing any kind of story where you need a break from school or none at all you either have to ignore it and cheat (which is super annoying, especially with the principal calls) or set everyday to free holiday (which is also a pain).
Beyond that, all the life state are fairly similar so no reason to avoid any.
