A sump and a wet/dry are really the same thing, except the wet/dry has bioballs in it. It is a box under the tank, where water drains to, and is pumped back to the main tank. In a reef, the latest trend is to not use bioballs, since they cannot reduce waste to the final component, which is nitrogen gas. Live rock and sand will take care of that completely. A sump will benefit you by adding water capacity to your system, and give you a place to put your heater and other gadgets like ph monitor probes, etc. The skimmer doesn't have to go in your sump if you don't want it to, but it is a perfect place for the skimmer, since it gets it out of sight. Also, The skimmer is removing waste from the water, not from the bottom of the tank or the sump. It removes stuff that you can't really see. Good maintenance should include occasional "storms" with a power head or turkey baster to blow out detritus from around the rocks, which can be removed by mechanical filtration, or by siphoning. A good cleanup crew will help remove detritus too. A sump would be a good addition to your setup, but might not make your system perform much better if you put in a very small sump. It would only add some water movement from the return pump, and will help oxygenate the water as it falls from the tank to the sump. A power head can take up less space in the tank than the overflow you'll need to drain water from the tank, and move the same amount of water in the tank. You probably already have powerhead(s) in your tank. If you're not going to put anything in the sump, there's not much point in having one. A refugium might be worth looking into.
Good luck,
Sonny