Should I peel my tomatoes before making a sauce?
It is unnecessary, however some people don't like the skins. They tend to curl up into tube sticks that don't chew very well and can hurt if you chew one accidentally and you have a sensitive tooth or gum disease.

Peeling it very easy. Score an x at the bottom of each tomatoe and blanch. The skin will curl back and leave you with a whole but peeled tomato.

Edit based on change to question:
The skins will have almost no affect to the taste either way.