No, nor do I peel, it is not necessary. I cut tomatoes in half, or in quarters, depending on how
big they are. I leave the cherry types whole. Put on a baking tray, with non-stick foil wrap. (This is a must) Drizzle evoo, coarse salt and freshly ground pepper over tomatoes, and mix well. Sometimes, I cut the top off a garlic head and place it in a corner of the pan nearest the oven door. Drizzle oil over it too. I roast at 375° until tomatoes are starting to brown around the edges. Take garlic out after about 40 minutes. When tomatoes are done, drop them right into the food processor, along with the garlic cloves you have squeezed out of their skins. Whirl until everything is smooth. You now have the best tomato sauce ever. I use it for pizza, pasta sauce (I add fresh herbs/veggies when I heat it up). A Italian lady who grows all her own food and sells at the Farmer's Market told me how to do this. We love it. After going through the food processor there is no sign of tomato skin or seed, and if you do find a few seeds, that is not a bad thing.
I actually do my tomatoes outside on our gas grill, because the tomatoes splatter a lot sometimes and since I do so many trays of them during tomato season, my oven got to be a mess. If there is a lot of liquid, and the tomatoes are browning, I turn off the heat, and let them sit in the still hot oven or grill for about 30 minutes. Just watch them.