Configure your firewell to block in combinations Protocol and IP address.
Since your question is not very specific I cannot give you specific answers.
Skype is very configurable. Do you want Skype chat and no phone calls or no Skype at all ? To totally block Skype, you will just block that IP.
If you want to block all VoIP traffic, try blocking H323 protocol, etc.
Same with other sites.
However, from your handle it appears you are in India. If you are an IT company, your users will be ultra-smart and will know all the anonymiser sites. It will be a pointless exercise to try and block specific sites.
In our company we have set up an "allowed" list of web sites. All other sites are blocked by default. If a user needs access to a particular site for a project, that site is opened up at the request of the project manager (not the team lead), for a limited time.
We have a separate bank of computers, which are not connected to the domain. On these computers, users are allowed only guest access to the local domain, no access to the Windows domain, and unlimited access to the Net, except our own bank of IP's. (To prevent them logging on to the mail system remotely).
This prevents company information from being copied on to the "internet" computers and then tranferred. Of course, as a further safety, all the floppy drives have been removed and the USB ports have been physically disconnected or BIOS disconnected and the BIOS password protected to prevent physical copying.
It just depends what you are trying to achieve.