Here's something I read on a message board: avatars are all darkened by 20% by SL (at least in Windlight), effectively being tinted to a color with hue 0, saturation 0, and luminosity 80 (204, 204, 204, in fact). Meaning that if you tint your attachments to that color, they lighting on them will match the lighting on your avatar. Not so useful or necessary for things like jewelry, but very helpful for prim skirts.

I tend to be skeptical of these things, but I've been experimenting with it and it seems to actually work. There is often still a visible break between my avatar and the prims, because the two are at different angles and so receive different lighting, but it's much less. I really suggest trying this for yourself -- you can always tint the skirt back to white if it doesn't work for you, after all.