Yes, you do have to clean with a gravel vac if you have an undergravel filter. All the waste is sucked straight down into it. What happens is it collects under the filter plates, and eventually clogs, especially if you don't do a lot of gravel cleaning.
I used to have them years ago but don't anymore. Ten years ago when I started fish keeping they were very popular, but I consider them to have gone out of fashion if I may say! For most of my tanks I use hang on back style filters because I find them easier to clean. Gravel vacuuming still needs to be done every once in a while but not nearly as much since most of the waste gets sucked up into the filter. I change the filter floss while I'm doing a water change and am done with filter maintenance, rather than spending all that time worrying over sucking junk out of every corner of the substrate. Another plus is that the motor on the HOB is much quieter than an air pump for the UGF. I got so sick of the buzzing and vibrating of those air pumps.
That said, I still use UGFs on a couple of my smallest tanks because they came with them. I do have to do more gravel vacuuming with them but because they are so small (2 gallons) it isn't really a big deal. On one of my 2 gallon tanks I've recently put a mechanical filter on just because it is quieter and does a better job.
Just my opinion, but I hope it helps.
