In my opinion it depends on what you keep and how/what you feed.
If you are keeping only/mostly corals, then mechanical filtration isn't really needed and could actually remove food from the system.
If you keep a mixed reef or mainly fish, then the use of mechanical filtration is highly recommended so you can remove excess food and fish waste from the water completely, assuming you clean the mechanical daily, rather than leaving it to breakdown to eventually be nitrate.
also using a quality filter sock can help with things like free floating algae or diatom blooms as it can usually filter those out to a degree.
I also use chemical filtration; Purigen and Chemi-Pure to remove colors, odors, phosphate, metals, etc., etc.
While running a system with only a skimmer, live rock and fuge can and does work, you are operating with a thin margin for error and are rather limited in how much livestock you can house.