Wet dry's worked fine for me, but a FYI, any wet dry with skimmer combo that I have EVER seen, the skimmer was a complete dump, waste of space.
My vote is to get a big wet dry rated for twice your aquarium size if you can fit it, drill it, put in a big bulkhead and run a effecient, dependable, large external pump.
Then get a good in sump skimmer like a Euro Reef or a comparable knockoff. There's some good ones on ---- called MacroAqua, they even use the same pump that Euro Reef does. You also want room in your sump for a heater, keep heaters out of the tank if you can. I try not to run them at all if I can get the room temp to adjust the tank temp right.
Only concern with the wet dry is how much flow it can handle. I had to modify mine, but more flow is always better. 600gph on a 125 isn't much flow at all, that's just scraping by IMO. 10X water turnover is a good point to start at, but higher certainly helps with algae control, deitrus settling out, etc.