MCP vs Skills vs Agents With Scripts: Which One Should You Pick?

I have been writing and building in the AI space for a while now. From writing about MCP when Anthropic first announced it in late 2024 to publishing a three-part series on AI infrastructure for agents and LLMs on DZone, one question keeps coming up in comments, DMs, and community calls: What is the right tool for the job when building with AI? For a long time, the answer felt obvious. You pick an agent framework, write some Python, and ship it. But the ecosystem has moved fast. We now have MCP servers connecting AI to the real world, Skills encoding domain know-how as simple markdown files, and agent scripts that can orchestrate entire workflows end to end. The options are better than ever. The confusion around them is too.