There are three types of people on this board regarding Ozone.
1. Have no clue.
2. Ones who have looked into it, understand it, and still hesitate to go for the next step because they believe it is risky as O3 is a potent poison.
3. The other minority made the plunge, including myself, and love it. There are precautions that you have to take when using O3 to make sure that it does not leach into your main display tank.
As far as HOB goes, I dont recommend it at all. You should use it in the sump in conjunction with carbon.
Just do a search for O3. There are several threads here as well as an advanced thread.
Regardless which way you go make sure you use it in conjuction with a Redox controller.
fishywoo - theres nothing that ozone can do that a skimmer cant do better, but there are things that a skimmer can do that ozone can't; whatever ozone does in your tank your still relying on a skimmer or water changes to take the stuff out.
Since most HOB skimmers can only handle a certain volume, I would suggest you look into getting the best and biggest skimmer (or at least the correct skimmer for your tank size) you can. If you do you won't have to worry about ozone. And even if you don't have a sump, its still always possible to mount an external skimmer to a sumpless tank.