I have two boats with transom mounted rudders and two with skegs. I can tell you that in waves, I would very much rather have the skeg because the boat is much more predictable. Depending on the height and steepness of the waves, the rudder can get lifted clear of the water. The problem is not so much the lack of control, but more the variable nature of the control. One second the rudder is in the water and you have control. The next second the rudder is lifted partially/mostly/completely out of the water and you add more rudder to attempt to regain control. The next second the rudder is completely back in the water and the boat over-steers. This is why surfskis have rudders mounted under the hull.
The skeg, on the other hand, will be in the water all the time so it will always help keep the boat going straight.
For occasional paddling in waves, I would recommend a skeg. I have installed both the Kayak Sport skeg and the CLC kit. Both are easy installs and work well. If you believe that you need more than a skeg, you should consider an under-hull rudder like a surfski. That would be a much more difficult install.
CLC skeg in CH17Lt
Kayak Sport in the Frej
Smart Track Rudder with Stellar sufski style foot brace on the Wahoo. The rudder pictured is the medium sized (single) blade that I use in rough conditions. I have a smaller Race blade for use in flat water and a large (Double) blade for bigger waves.