The more apropriate question here is what kind of primer should you use. I'd reccomend that you use an oil based primer such as KILZ or CoverStain. Add a little Penetrol to it so it penetrates the surface well, and then you can paint it with whatever you wish. If you have a mildew problem up there as well, you should treat it with bleach before priming (allow it to dry overnight before applying primer)and then use PermaWhite as your finish paint.
A note here, I have found that skylights are a bit of a maintainance problem. My belief is that it's a combination of heat, sun and moisture. I feel that latex paints are better at handling those conditions, but latex primers don't have the adhesion properties for those conditions.