Great question! The dilemma of eating non-organic apples or non-organic anything for that matter...
Peeling is certainly advantageous for reducing your pesticide/herbicide/wax consumption, but you do lose the nutrients from the skin and just under the skin. Nature intended us to eat apples in their whole, unprocessed state (skin and all) - the skin adds valuable fibre which slows down the break down and release of sugar in our bodies, making the food lower G.I. Apple skin (like our own) is also permeable, so there are no guarantees that simply peeling the skin makes the food safe. Buying non-organic produce also compromises the vitamin and mineral composition of the food, as it's not grown in 'healthy' or 'nutrient dense' soil.
Having said all of that, we are all doing the best that we can, some things you may like to consider if purchasing organic apples is not an option right now:
Purchase some quality 'fruit & vegetable wash' to reduce the nasties - most health food stores carry this
Bless your apples before eating them - our emotions towards food and what we THINK about it is just as important (if not more) as the food itself. Check out the doco 'Water' for more info on the affect our emotions have on water - and therefore our bodies, our food, etc, etc.
Grow your own apples
Source wax free apples at minimum
Source your produce from local farmers markets - lots of local growers are 'spray free' even if they aren't organic
Only eat apples when they are in season and available locally to you
Eat fruit where the skin is removed before eating instead - bananas, oranges, mandarins