FOR HOT SMOKED SALMON: I've done a few comparison smokes, with both skin-on and skin-off filets in the same smoke. I was surprised that I preferred the skin-off version slightly more. I am usually in favor of skin-on for everything. You get that nice pellicle on both sides of the filet from the cure when you take the skin off. Both ways seem equally moist. You might want to do a smoke with both ways and see which you prefer. To tell you the truth, either one will turn out delicious!
FOR COLD SMOKED SALMON: it is skin-on for sure! The skin will help protect the flesh, and will hold the filet together when you do the paper thin slices. You won't include the skin as part of your slices, but you can take the leftover hunk of skin and crisp it up on the grill or in the oven for salmon skin cracklins! ...If you love salmon skin like I do. Nothing goes to waste here.
For sticking or smoking fish, cheese or smaller items that might fall through the racks, I use frogmats. Buy to size, or cut to size. Easy to clean, and you can use them on your standard racks. Lots of places to buy them. Here's one:
http://www.firecraft.com/category/s?keyword=frogmat
