For a saltwater tank with no predators or other messy eaters, the combination of live rock, protein skimmer, and water changes is more than sufficient. I myself has no mechanical filtration whatsoever on my reef. I do however run a refugium full of macro algae that filter out nitrates and phosphates.
As Saratj1 said, predators make a mess. You will need additional filtration for a tank with any animal that eats infrequent large meals.
To help explain, consider this.
In my tank, no animal ever consumes more than say... 1/4 teaspoon of food at any given time. But they feed every day, and some graze all day long. This leads to a fairly consistent level of fish waste in the water. The biological filtration is therefore used to this level of work.
In a tank of mostly predators, there will be days with little to no waste produced, during which the biological filter has very little to feed it. Then the fish eat a large meal and expel an equally large amount of waste pretty much all in one go. So now there is 50x the waste present than the filter is used to. But in a day or two, there is no more added. This is why mechanical filtration is necessary for predator tanks, but generally not needed for peaceful reef tanks.
This is fairly generalized, but I hope that helps.
Someone stop me! Please! But... not just yet...
55 Gal Tropical FW
55 Gal Mixed Reef