Size
The Skye Terrier is much larger: about 18 kg (40 lb) as an adult, against 9.5 kg (21 lb) for the Scottish Terrier.
Shedding
Their coats shed differently: the Scottish Terrier holds loose hair until it is brushed or clipped out, the Skye Terrier moults most as the seasons change.
Temperament
They differ most on affection (Scottish Terrier: likes its own space; Skye Terrier: affectionate on its own terms) and on sensitivity (Scottish Terrier: average; Skye Terrier: needs a calm, predictable home).
Alike
Both are rated the same on independence: decides for itself.