Wow... finally got it running: one soundcard with headset for Skype and the other soundcard with speakers for all other audio.
Only one small wish left:
On incoming calls the ringing sound is played on the headset. But I don't wear the headset all the time, so I'll miss the sound. A better solution: play the ringing sound on the other soundcard. It would be great to have an option like "run external player" for this sound. Then I could configure it to "artsplay ring.wav" and my last problem would be solved :-)