Next November Acumen will publish Harald Thorsrud's Ancient Scepticism, which provides an introduction to the subject. You can find information about the book here.
Hal is Assistant Professor at Agnes Scott College (Georgia). He has published a couple of fine papers on ancient skepticism:
"Is the Examined Life Worth Living? A Pyrrhonian Alternative," Apeiron 36 (2003): 229-249.
"Cicero on His Academic Predecessors: the Fallibilism of Arcesilaus and Carneades," Journal of the History of Philosophy 40 (2002): 1-18.