Courgettes compared to supermarket

I think it's quite likely that the ones you've found to be a bit slimy/greasy will be older ones.
My sister used to stir fry thin slices, and they tended to be a bit limp and soft.

I've never peeled courgettes either. They get sliced into chunks and roasted, then blitzed with the rest of the soup ingredients. Like a lot of veg, they're fairly tasteless, so it's what you add to them that makes the difference.