The nutrition is the same whether it is whole or skim or in between. The difference is the fat and cholesterol. The only people who need whole milk are little kids who are growing and are a healthy weight. Everyone else can drink skim. Most people like the higher fat content milks because of feel of it in your mouth.
1% or 2% milk is healthier for you because it has less fat, and that fat is saturated fat. The book Switch by Chip and Dan Heath has an interesting story about a group that wanted to get people to switch from whole milk to low-fat milk. They ran ads showing that one glass of whole milk has as much saturated fat as 5 strips of bacon. The market share for low-fat milk went from 18% to 41% after people saw the ads. It takes some getting used to when you switch, but then low-fat milk just seems normal. Good luck!