> ...but would like to know if I do not get circumcised is that more likely to cause
> infection in myself and my partner?
No, there is no relation between the two. Circumcised or not, if you do not practice safe sex and you do not respect hygiene rules, you have the same chances to get and transmit some infection.
> If I should be circumcised, how important is it to our sexual health?
Circumcision will generally affect in a negative way your sex life. The reason is that the glans will be permanently exposed and will become more dry and less sensitive due to friction on the cloths and evaporation. But this will probably take some years to notice. Other more immediate consequences would come from eventual removal of the frenulum during circumcision.
Do a favor to yourself and your partner and avoid circumcision, unless there is some medical problem that cannot be cured otherwise.
Being circumcised is not longer looked at as the best thing to do to avoid infections, it is now more of a preferance issue. The fact is that if you make sure to keep yourself clean and dry, you may never have a problem.