[Zeke]

If you want to get technical, plastic is not allowable above grade. Any wires in conduit don't need the Romex style sheathing, but if it's coming out of a wall as Romex, no reason to strip it. It's just bulky and fills up a conduit and doesn't pull well. In dry locations you should be able to use EMT. If it has potential to get wet, you should use Seal-Tight connections.