Some people spray, some don't. For your first time I would suggest you spray. Next time don't and see which way you like better. A lot of people use a mix of apple juice and rum to spray with. Straight apple juice would work fine also.
If you want to "impress" the wife (and keep it on the safe side) use the 3-2-1 method. 3 hours unwrapped, 2 hours wrapped with a sprinkel of apple juice, 1 hour unwrapped to firm them back up. It produces fall off the bone tender ribs and is a very foregiving method .
i've gotten to the point where i only spray if i am already fiddling around (putting in wood, turning meat etc.); having said that, i do beleive it is a necessary step.
whatever you do, don't spray until 2 hours into the smoke or you will spray your rub off.
i would also suggest adding a little bit of some kind of oil to the spray. it doesn't ahve to be much - i add about 1/4 to 1/3 cup of olive oil to 2 cups of mop and have had no problems. i've also used melted butter with a little olive oil to help emulsify it into the mop and keep from clumping.