Use the sponge, and after talking to my LFS owner again today, it's really not a bad skimmer at all (and he DOESNT sell them, but only because the profit margin is not high enough for his location).
As he explains it to me, a skimmer will skim, if there is something to skim. A lot of people said their Seaclones wouldnt skim, but in reality, they were either in the break in period, or there really wasnt anything to skim in their tanks.
Mine skims like crazy sometimes and doesnt skim at all other times, and with this, the thought is that the skimmer has already skimmed out the gunk in the tank, and has nothing to skim again till I feed or enough waste is produced for it to skim again. So for me, it's doing its job.
Anyway, as to your question, YES, you should use the sponge, and the reason for this is because it will otherwise suck up what you feed into the bottom portion of the seaclone, and it wont come out. it will continue to swirl around and around, until you turn the air regulator all the way closed, then it will reintroduce all that uneaten food back into the tank. I do speak this from experience as this is what happened to me recently. I was running my seaclone 100 without the sponge for about a month, then I turned off the air regulator only to find a bunch of uneaten mysis shrimp and krill moving about in the tank.
While some people will tell you that the sponge is a nitrate factory, that is easily overcome by pulling the sponge out during your weekly water change and squeezing it out in the changed water in a bucket. I mean how much easier can it get? It's not like you have to really work to unattach the sponge and hose, so it's not hard to keep it cleaned out.
With mine running a sponge now AND a canister filter with a presponge, my nitrates are now 0 to 5.0, closer to 0 then 5.0, so that is definately more than acceptible for a FOWLR tank and probably pretty acceptible for a coral tank.
Definately run with the sponge, it will save you sucking up the uneaten food and reintroducing it at a later time.
I think I wrote up something about that here, or on one of the other forums I visit, i.e. nanoreef, or reefecentral or one of these reef forums.
Goodluck.