Hi I'm Brian, I lead hiring at Codecademy so I can answer this from my perspective in what I look for in new hires!
When you ask what kind of skills, do you mean on the technical side or on the "soft skills" side? I'll answer the second one, partially because I think that's something that should be discussed a lot more, but if you were thinking more about the first let me know.
Problem solving ability, communication ability are both paramount. I look for a hunger to learn, and a willingness to do so on your own time. So, a question is how to demonstrate those things, right? Well, participation in the engineering community is really important, particularly when we're talking about communication skills and proving your passion for code. That's where contributing to message boards (like this one, particularly as you get started, and then StackOverflow is of course the big one) can serve you really well, as that shows this dynamic of conversation about code. Blog posts are also very useful to me, as that's another place where we can hear your voice and your contribution to the developer community. Finally, I'd also want to see that you essentially spend all your time working on side projects – of course that shows what you're able to do with building up your portfolio pieces, but it also proves your passion again. We want developers who love coding, and they want to code just for fun, outside their "nine-to-five."
I hope this helps, best of luck!