Athletics would be a good skill choice but in case that wasn't ion the mix I would have placed grenades (and other things that are thrown and go boom) in Firearms or Small Arms skill. Thrown items that don't go boom like spears, throwing knives, and rocks I would have placed in melee.
Reasoning being this is the the way one throws a grenade is quit different than a knife. A grenade is lobbed for distance but doesn't need a forcceful throw to do damage. It needs to be accurate and that is all. A knife thown weapon needs to be accurate but also needs strength behind the throw to do damage.
Oh, who has the rights to the SPECIAL Rules System right now anyway? Does Interplay still have them or did they get sold off with everything else?