To skip a mission in San Andreas, the player has to leave CJ's neighborhood. It may take time because CJ lives far away, but they will do it if the players are persistent enough. Leaving his neighborhood will make available triggers for other missions, allowing them to ignore their current objective completely.
Some helpful tips are equipping yourself with an Uzi (so you can shoot at unsuspecting drivers) or driving very quickly through areas where criminals lurk - this should clear out any undesirables who may attack you on your way to other neighborhoods.