Most people run skimmers because they have to... however, you can run a tank skimmerless if you design it properly. I can't say how to do that because i've never done it. One of the leading coral experts usually doesn't run a skimmer, maybe you've heard of Eric Borneman and/or read his book.... I believe he talks about this in his reef notes. I think those are located on reefs.org but I can't remember how I found them...

I just sold my skimmer since my next tank is built in and I expect to have a harder time with algae now... Time will tell.