It isn't that messy, if the hops are left to sit long enough and they're not whole/leaf hops. Leaf/whole hops clogged up my racking cane pretty bad when I used them.
Will it still be a pale ale w/o dry hopping? Sure it will. However, remember that taste is strongly associated with smell, and dry hopping provides a huge boost to the scent of your beer. Thus, it will add a big hop character to your beer if you do it.
Dry hopping is really easy.
Just add the hops to the primary after fermentation is done - crack it open and drop the hops in. That's it. For whole/leaf hops, you could put them in a sterilized bag if you want to, to keep racking neater. For pellets, the beer will soak into the pellets and dissolve them, and the hops will settle at the bottom of the fermenter just like trub.
I say add the dry hops - it really increases the character of your beer. If you skip 'em though, it'll still be a pale ale