Sketches should always be visible through objects when the sketch is selected or being created/edited. No exceptions!
There is no reason in 2015 that Autodesk should not have this issue resolved. When other software the user does not have to deal with having to section models or turn on wireframe mode in order to see what they are sketching.
Please fix this long over-due enhancement.
Inventor has some significant features that are an advantage...but it has even more ridiculous quirks that make it extremely cumbersome and slow.
Take a page from Solidworks and emulate it!