There will be a good chance that they've known each other long enough to grow closer to each other and that'll turn into strong feelings, like in "Kim Possible"

It's highly probable. I don't think he "Like" likes her YET though but it is very highly probable something like that will happen in the future or at least be hinted at. Why?
Look at the other NickToons. Sheen Estavez and Libby folfax anyone? Those two were complete opposites. I think spongebob has a cross-species romance thing. All the popular nicktoons have some sort of "hinted" romance or romantic tension. Usually with the main male character and the main female character. In PoM's case, Skipper has spent the most time (outside of his team and the lemurs, the latter her doesn't really enjoy) with Marlene, Marlene is the main female character in the zoo, and they both get along quite nicely. I could see them becoming extremely good friends...and then maybe a little more. Not sure on which side it would start though.
The show itself hints at this through the friendship-bonding between them, and even just when they interact, you can tell that they are good friends (obviously, they argue don't they? XD ) SO, although I see them as just friends now, I think there is plenty of evidence to deduce future events between them. <3
My argument against those who would say that cross-species romance is gross/impossible/stupid/freakish- 1. Procreation /=/ Love. T__T Love is so much more than that. 2. It's a cartoon. 3. It's from Dreamworks, the people who brought you Donkey/Dragon AND their little mutant children. XD 4. Not exactly a good point on this one than an observation, but remember the very first episode of Avatar the Last airbender? Do you remember the little creatures that lived at the water tribe? That's right. Penguin-otters. XD
In conclusion, there isn't any romance yet, they are still in the "friends that argue a lot" stage. They both have a lot of respect for each other. ( Marlene "Skipper always has a plan!!" and Skipper going to Marlene for help multiple times (even if he's all sexist about it like the last episode. XD). But I could definitely see some sort of romance grow between them. I think that it's been hinted at enough to be extremely plausible.
Plus...one more important factor.
*spanish guitar strum*
Skipper can play the friggin spanish guitar like a pro. B)
Nuff said.

^ I thought you where against it, but any way I think it'll happen

Well, these sort of thoughts have been going on for YEARS. So hey. Why not?

A lot of the time it seems like they're just trying to tease the fangirls, like with bleaching Marlene, and Skipper knowing how to play the Spanish guitar... An uncountable amount of times. And again, for years, Skileners have always wished for Skilene to happen in an episode. We're still wishing.

If it doesn't happen, then we all know definitely that they would be very good friends, anyway. I really like their relationship.

I can't say much more or it will look like I'm stealing from JediPenguin16. -_-

In basic summation, I do think it is possible.

They're super good friends, of course. And right there, I am happy. Because, should Skilene not happen, they're still friends in the end and that alone is a good thing. And quite franky, so far, I'm glad they're not together. I mean, if they get together early in the show, it would just ruin the characters, even the show; it's happened before! Maybe the writers are smart enough to know not to do that. So for now, they are sticking with them being the kind of friends that bug each other, and those are actually my favorite kind of friends (one word: Seddie <3). And since it's Nick, they are known for doing something like pairing a couple up, so why not the Penguins, right?

Maybe in one of the final episodes, I'd like to see something Skilene. But if not, hey, I won't mind. But the fact that they're such good friends, that they have good connections, despite how they constantly bug each other and how different they are, shows they are a quality couple. And those little sneaky things on the show that just wrack at Skileners' brains shows that the writers know who we are and know exactly what Skilene is. With that it mind, it's anything but impossible.

I really hope it will. That's all I have to say.