Are you traveling from Poland or just going to the CR? Prague and Auschwitz are nearly 5 hours apart, so Auschwitz is not an easy day trip from Prague, if that's something that you were thinking about doing. What is the timeline of your trip?
Terezin offers an interesting view of the Holocaust, as it wasn't really a concentration camp in the traditional sense. It was a sham camp made for Red Cross inspectors. Terezin also has a fascinating history prior to use by the Nazis. Auschwitz, on the other hand, was an extermination camp.
I guess I would say that you know you best. If you don't think you can handle two Holocaust sites in a short time period, then I'd listen to that voice. The heart can only take so much and there is no rule that says you have to visit every WWII/Nazis/Holocaust site, though I think it's important to visit a few in a lifetime. There are certainly other day trips from Prague that would be less heavy [examples include Kutna Hora or the castles outside Prague].
As for not to miss sites... I would suggest you pick up the RS guidebook, if you haven't already. The castle complex is very cool as is the Jewish Quarter. I love touring churches and Prague has some great ones. There are lots of major and minor sites.