It actually kinda depends on the game really...
Assuming you have the ability to boot imports (cart or whatever), most PAL games are actually best played in NTSC. This is because a large amount of games suffered really bad NTSC-to-PAL conversions when they were made, and resulted in a boardered, slower game when they came out in PAL form. Running them in NTSC (60Hz) fixes this. This is why so many PAL users get 50/60Hz switches installed!
This does not apply to all games however... some games were 'fixed' when they came out in PAL format to be full screen and full speed, so in NTSC mode, they are too big and too fast. These titles are very rare though... usually most first party Sega titles that came out in the earlier half of the Saturn's life (Sega Rally, Virtua Fighter 2...). You'd need a switch to run these games in 50Hz to play theser games properly.
I wouldn't bother with the switch though if I were you... for the very few PAL games that don't work properly, just get the US equivelents.