The other option is to re-load the product object in the list.phtml using the ID of the product you already have. The code reads something a little like:
$sku = Mage::getModel('catalog/product')->load($_product->getId())->getSku();
Note that $_product is what you are getting in your collection already, and note that getSku is case sensitive (as are all Magento attributes getter/setters).
@silvo's solution is preferable as you don't really want to be messing with loading/manipulating the objects in your view, but it sounds as though your collection is a little messed up. SKU is one of the core fields that exists in the base catalog_product_entity
table, so would be unusual not to be loaded.
HTH,
JD