J.B.
You can't really make a sauce without peeling the tomatoes, so you need the bigger ones with lots of meat and few seeds, like Roma. However, you can certainly cook with the little ones. Here is my favorite recipe for grape or cherry tomatoes, or larger tomatoes that are cut up. It's fresh and delicious. I don't care for olives so I omit those:
http://www.marthastewart.com/341000/tomato-and-olive-penne
Hope that helps!