I would like to emphasize Shawn's point that it is likely the paddle stroke and not the boat. If you are an experienced paddler who knows that your stroke is reliable and symmetrical, then by all means looks at skegs etc. However if this is not the case you will get more long term paddling benefit from grooving your stroke to provide balanced propulsion. It takes time and attention, and a squirrely whitewater boat can be an excellent training vehicle if you have access to one. Get some stroke instruction. Watch your hands and arms. Are your hands the same height for both left and right strokes? Your elbows? Is your rotation symmetrical? Etcetera. Video can help. Are you on flat water, or are there wave patterns which alter the boat's course? When you can drive a whitewater playboat at speed in a straight line on flat water then, in my opinion, you're prepared to judge the need for and effect of rudders and skegs. Otherwise you are likely using them to mask poor technique.

I normally use a rudder on open water as I don't like to fight chop and, especially, following quartering seas. But I like knowing that I can paddle capably and safely without it.