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Its more of a matter of taste. Personally, I wouldn't do pulled pork without it. I love the flavor and moisture it adds. I use SoFlaQuers sauce, the recipe is on a sticky on this site.
I typically do not add any sausce to the butt when I pull it. I usually have a couple kinds of sauce in bowls next to the serving area so people can add their own sauce. I tell people to try it without any sauce and then add if they think it needs it!
I use the s.flaquers finishing sauce when i pull .But then i put the extra sauce in squirt bottles and set it on the table for everyone to add a little more if they would like to.
I'm with Jerry (pineywoods) with this one. Go smoke a butt and then try some finishing sauces and there's quite a few in wiki I think. Then try it some of the meat. This is a place where you can try out new stuff cause we are all just alittle bit touched when it come to normal things. Heck we might try anything twice you might not of had your toes right the first time.