Unquestionably, unpeeled. Just rinse the apple well under a stream of tap water and dry with a piece of kitchen towel before eating.
The peel contains the majority of the fibre in the apple as well as polyphenols, vitamins and a whole host of other beneficial nutrients.
I have a colleague who puts a spot of non-scented washing up liquid on a small piece of sponge and washes the apple under the tap to remove any wax and other possible residues. It doesn't taste the fruit if the fruit is rinsed well. I think it's a great idea.