Mary coached me a few years ago, when I was thinking about the evolution of my career. This proved to be very efficient although Mary was in New Zealand and me in ... Belgium.
We worked via Skype and it was plain sailing. I had done face-to-face coaching in the past and really, Skype was not an issue. What matters is the content of the discussion and on this Mary was very good. Better have a good coach at the other side of the planet, than an average one in front of you.