I mainly smoke pork and don't sauce anything I smoke. My pork rub has a lot of different flavors and a fair amount of brown sugar in it and it definitely comes through in the meat. Don't really think it makes much difference, but I usually apply my rub to the meat the night before. In my MES 30 I don't get a lot of hard bark, so when my pork butt gets turned into pulled pork, the flavor is real noticeable when the PP is mixed up.
I've found that adding a marinade to the meat and then putting everything into a vacuum container for 3 or 4 hours makes a huge difference--it sucks the marinade deep into the meat, sending the flavor throughout the entire piece of meat. Haven't tried it with a dry rub, so I'm not sure what that result would be, but don't really think it would help a lot.
Gary