We present a Hartree-Fock study that incorporates the effects of Landau level mixing and screening due to filled levels into the computation of energies and states of quasiparticles in quantum Hall ferromagnets. We use it to construct a phase diagram for skyrmion stability as a function of magnetic field and Zeeman coupling strengths. We find that Landau level mixing tends to favor spin-polarized quasiparticles, while finite thickness corrections favor skyrmions. Our studies show that skyrmion stability in high Landau levels is very sensitive to the way in which electron-electron interactions are modified by finite thickness, and indicate that it is crucial to use models with realistic short distance behavior to get qualitatively correct results. We find that recent experimental evidence for skyrmions in higher Landau levels cannot be explained within our model.