We kinda touch on this over in a recipe post:
Favorite Pork Rub I'm kinda traditional. I don't sauce my pork that much. Most the times I just do a little basting then a season it after I pull it apart. To me the key is when you take it out. I like the variations on Carolina sauces (see the post for Pork Basting & Serving Sauce). I also think, after pulling you might want to sprinkle some of the rub on at this time. Besides mixing in the bark, adding a little rub helps flavor the pork.
If you're going to sauce it, I'd skip the rub as any sauce will hide the rub flavor. I know some here like to take their sauce and pork and put it in a crockpot to keep it warm for serving.