Because of the long mis-use of the word 'yam' in the US, in the vast majority of markets yam and sweet potato are the same. There are many varieties of sweet potatoes - non of which are actually yams, despite the variety in color, size, shape, etc. 'Canned yams' are not - they're sweet potatoes.
Actual yams are not often seen in typical markets regardless of the labeling of the produce department. When one sees them it's likely to be in an Asian market, or a market serving the Cuban, Caribbean or Central/South American diaspora. In that case they are usually labeled
ñame.
Yams are not sweet. (I make fritters out of them.)
Anyway, Ron's right. Sweet potato skin tends to be tougher. It doesn't mash well (like the skin of waxy or gold potatoes) and, depending on variety, doesn't necessarily bake up light and crisp (like russets). Nor does it become pleasantly tender in moist baked dishes like gratins and casseroles and so peeling first is required.
I'm utterly with you, Ron, on sweet potatoes being sweet enough already. I cannot abide the cloying gloppy mess of sweet potatoes with sugar, syrup and marshmallow. I prefer counterpoint to the sweet: baked and served woth lime and butter, or plain yogurt, crème fraîche or sour cream; oven 'fried' and sprinkled with salt and chipotle; in a
gratin, with cheddar and sour cream; or as a
soup, with sour cream and minced jalapeño.