I have probably made close to 20K lbs of bacon in my career, and I think it tastes better if cured and smoked skin on, but I think that meat cooked with skin on or bone in always tastes better.
That being said, skinning a raw pork belly REQUIRES an EXTREMELY sharp knife, but I prefer a 12 inch cimiter instead of a boning knife.
If you leave the skin on the belly on during the cure and smoking, as soon as you take the bacon out of the smoker, it is much easier to skin as the fat is much more pliable. Even after cooling it is still easier to skin after the curing and smoking.
If you remove the skin prior to curing and smoking, you can however make cracklins, after curing they do not crisp up as well.
Chef Jay