For example, Cat's Grace gives a +4 bonus to Dexterity. Would that translate to a +4 for all dexterity checks or a +4 to the base attribute and therefore only a +2 to the skill checks?
The spell Cat's Grace gives a +4 Enhancement bonus to your Dexterity Attribute. This would increase your Dexterity modifier ( And dexterity related skill checks ) by +2.
Also keep in mind when starting to get into the stacking of ability bonuses that you do not try to stack multiple types of Enhancement bonuses together. The Enhancement bonus from Gloves of Dexterity does not stack with Cat's Grace. However, the Enhancement bonus from Cat's grace would still stack with the +2 Morale bonus to dexterity from Elation.
A good rule of thumb is that only Dodge Bonuses and Circumstance bonuses stack with themselves. Everything else does not stack. So if you have a +2 to Natural armor as your current race choice equipping an Amulet of Natural Armor +1 will not increase your Armor Class.
Don't forget that Cat's grace will also increase your Reflex save, Initiative, and possibly your Armor class by +2 as well. ( Depending on your Max Dex with your armor )
+4 to the base attribute, thus +2 to skill checks. "The spell grants a +4 enhancement bonus to Dexterity," not to the bonus.