I remeberd with Oblivion and Fallout 3, many experienced mod-creators recommeden to install the games in other locations than the 'Programs Files' folder. The reason behind this was that it wouldn't have issues with mods, and other things. Soo should I install Skyrim to another folder instead of default directory, like with Oblivion and Fallout 3?

Since Skyrim is Steamworks game, you'll need to make sure Steam (client) is installed outside of Program Files. Skyrim is installed inside the Steam directory at:

\Steam\steamapps\common\skyrim

I think it would be helpfull, but i dont even know if there is a way to change the instalation folder?

According to Steam you cannot, Steamworks games must be in the Steamapps sub-directory in order to function.

Source: https://support.steampowered.com/kb_article.php?ref=7418-YUBN-8129

I never heard of this one. I've been installing mods for all of em, Oblivion thru Fallout New Vegas.

In the case of FNV and now Skryim both reside in my Steam folder tree . NO issue with mods at all.
In my case my STEAM folder is not in Programs though it could be, without issue. No, in my case I moved
most of my game installs to R:/Games and R:/Games/Steam/ .... ... for steam games.

In my case R: is my raid array as my op system is on another drive, non raid.

It is a Steam game so I think no matter where you place it it has to be under a tree that Steam uses.

As long as your user under Windows has write and modify privileges to the tree the game is in I would see no reason to fuss.