imo penalty shootouts are not a lottery. They are definitely a skill. A big part of it is mental. Often you can see when a player is clearly not relaxed and just wants to get the penalty over with...inevitably he fails to score. Players who are bad at taking penalties usually are overwhelmed by the fear of missing and the huge pressure of the crowd and burden on their shoulders. The ones who are successful think positively, eg "i am going to score, i am going to kick the ball into the bottom right corner of the net with power and accuracy". That way of thinking works because it's postive. Conversely, most players think negatively "i will not miss" but it's impossible to trick your brain into thinking about a negative like that (try to tell your brain "don't think about zebras" for example, and see how successfull that is).
another aspect of it is homework. Jens Lehmann was successfull at saving penalties against Argentina at the World Cup becuase the Germans studied videos of how each argentine player usually took penalties. Then Lehmann consulted with those notes (in his sock) during the shootout and knew what part of the net to dive towards depending on the penalty taker.
i've been a big opponent of penalty shoot-outs for a long time. they really have nothing to do with soccer, and both teams might as well play chess or have a singing competition to decide a game. i think an interesting alternative to a shoot-out would be having both teams play an extra time period without goalkeepers (so no one could handle the ball). that would surely make for some intriguing football.