Yes, always show your units. As my maths teacher used to say:
The problem is that people are used to seeing the percentage symbol with percentages. Therefore, it is in fact conspicuous by it's absence. That makes people think and the point is to make a UI where people don't have to think - at least not where they really don't need to.
This example simply makes users think: "I'm expecting a percentage here. I mean it makes sense to be a percentage. It looks like a percentage, but there's no percentage symbol, so maybe it's not really a percentage after all. Maybe it's a mistake. I'm really not sure, so how can I tell. I guess I'll wait and see if it goes up to a hundred. OK it got to a hundred, but was that a coincidence? What will it do next time? Will it be a different number?
Avoid all these questions and include the symbol. Don't think of the symbol as an embarrassment to the design. It adds value to the communication of the value to the user, and that's what counts. Don't fall victim to form over function.
When including the percentage sign, I would include it at the same size as the font used for the numbers. It seems the percentage sign should typically be aligned with the font baseline and not extend above the ascender line of the numerals to which it relates:
As to whether you need a space between the number and the sign - that's another question, and may vary between geographical location!