According to The Complete Book of Food Counts by Corinne T. Netzer one serving of plain pork rinds (0.5 oz or 14g) has 8g protein, 5g fat, 20mg of cholesterol, 330mg sodium, and essentially no carbohydrates. The listings show that flavored pork rinds tend to have more sodium.
Several factors combine to make pork rinds an excellent snack food for people on low carbohydrate diets: 1) essentially no carbohydrates, 2) high protein count (> 50% by weight), 3) relatively high volume (more filling), 4) the fat content tells your body that you have actually eaten something which reduces cravings.
The downsides: They are noisy to eat. They tend to powder explosively when you bite them -- do not breath this dust. They are bad breath in a bag. People will look at you funny if you admit to liking them. The kind sold under ethnic brand names tend to be tastier (because they are saltier) but are greasier and, therefore, probably have more fat. Dipping them in anything (like barbecue sauce) probably adds too much carbohydrate for someone on a low carbohydrate diet.
Wal*Mart used to carry microwave pork rinds that look and work exactly like microwave popcorn. They are very good when they are warm.
Pork rinds are, indeed, made from pig skin. Here's a recipe paraphrased from Recipe Hound (http://www.recipehound.com/Recipes/2198.html):
Cut 2 pounds of pork rind into one-inch squares. Boil the pieces in 3 cups of water with 1 tablespoon of salt for half an hour. Spread pieces on a cookie sheet and bake at 300 degrees Fahrenheit for three hours then let cool. Deep fry the squares in hot oil over high heat until they puff up.
If the oil is hot enough this happens quickly and the oil doesn't soak in. Caveat: I have never cooked pork rinds from scratch. I've just eaten them.