We leave the skimmer lid on. (Make sure to have that styrofoam "gizmo" in there.) And we do not cover it with the Winter cover.

We use a pillow rather than innertubes. Lowes has them for under $10. We tie it off with two ropes to get it centered.
Our first year, we used the turnbuckle thing and cable that came with the cover to secure it. Didn't work very well. Last year I tied the cover down to each fence brace around the pool. Worked pretty well. This year, I'm taking the suggestion of another poster here. I'm ditching the turnbuckle thing and use 2" binder clips purchased at OffceMax.
Closed the pool yesterday. Pretty windy. Clips held with no problem. We'll see how it goes.
I don't like the idea of frozen jugs swinging around and banging against the side of the pool.