Wrapping potatoes will also give you a softer, steamed skin, if that's what you like. But we prefer our potato skin crispy and seasoned, so we rub our potatoes with olive oil and cover them with kosher salt before roasting them on a baking sheet (turning once or twice). They don't seem to take a noticeably longer time to cook. The oil keeps the skin from getting too dry and papery, and it adds flavor that makes eating the skin all the more tasty.
And, of course, remember to pierce your potatoes. While we've never had one explode in our oven, the photo above is evidence that it can happen.
How do you cook your baked potatoes?
Related: Look! Potatoes Under the Grill Grate