I second JJ. Living in north Idaho we've done hundreds of smoked trout over the years (fish and game stocks high mountain lakes), and skin on is always the best. When we catch trout, we kill and clean immediately and onto ice - there has never been anything but delicate trout aroma, and no fishiness whatsoever. Keeping fish alive while on a stringer only stresses them to the point where bad chemistry (flavors) develop in their flesh.
Slicing up from the vent toward gills, then piercing the floor of the mouth under the jaws allows us to put thumb into the incision and peel downward to remove all gills and entrails in a single motion. It literally take no more than 30 seconds or so to clean and get the fish onto ice. We smoke with the head on, but it is just as easy to take the head off before smoking. Once hard smoked, the skin easily peels off, and the flesh easily separates from the dorsal and lateral bones leaving only clean bone-free meat.