Can I go directly from SKY BB to Plusnet for example?
Yes why would you not be able to? BT is not the master of the network, nobody forces you to take a service with them! It would not be fair if you had to choose BT would it?
Just make sure you do not ring sky to cancel, if you do it will cause you major issues as sky will terminate your line.
Once sky do this the new provider will not be able to take over the line.
It is now all leading provider led, you ring the new provider e.g. Plusnet and place an order.
As soon as you do this plusnet contact sky on your behalf and notify them they are taking over. sky now will contact you via email text or Letter detailing the costs of you leaving (i.e. If you still have six months left on your contract they'll ask for this).
The new provider takes over your existing line from Sky. Once taken over your new provider contacts the existing provider, in your case Sky and your sky account gets terminated automatically and a final sky bill is sent to you.
New laws mean sky is not legally able to ring you to try and convince you to stay so you should get no hassle.
The new way of doing things means you never need to ring the existing provider and doing so often results in the existing customer service messing everything up as the guys in India often do the wrong thing.