Me thinks the front leg of a pig is called the shoulder
Me thinks that the bottom part of a pigs front leg is called a picnic
Me thinks that the top part of a pigs front leg is called a butt
Both can be found in various stages of butchering, bone in, bone out, together (whole Shoulder), apart (butt and picnic shoulder), skin on and skin off. And there could be a few other local names for the same or slightly modified cuts.
Many BBQ joints smoke whole shoulders with the skin on. I would venture to say that it helps protect the meat while it cooks and helps keep in the moisture. Great for leaving a shoulder or two on the pit while earlier shoulders are being served. Most of us homesteaders buy picnics or butts without the skin and go from there. A whole shoulder with the skin on may be cheaper by the pound but the cooking time whole will be way up there. I also think that most places that cook with the skin on don't really do alot of rubs on the meat for cooking, but rather depend on a sause after cooking.
Skin on or skin off? You decide. Its your pig!
I like butt, bone in, skin off, rubbed, late foil, vingar based sause on the side. Your results may vary!