That's what I'm working on right now, though it's taking me forever. I have decided if I'm slow or anal yet. lol
I'm just laying the deck now, so the the choice of sail/no sail is slowly creeping into my mind. I like the idea of no sail so that it shows off the extensive rigging and if you go that route I strongly suggest to take the extensive advice on other posts about adapting the model with the proper equipment rather than using what came in the box.
If you do go the sail route, again, check other posts here. There is amazing advice out there on how to make the sails look better.
Either way, remember one thing. You are doing this for your enjoyment. So, do what will make you proud, not what other people think you should do.
I feel blessed to have a copy of C.Nepean Longridge's 1959 book "The 'Cutty Sark' The Last of the Famous Tea Clippers" as a guide. It's an amazing book and I'm sure will be of even more help when I tackle a better and more detailed Cutty Sark model (which I'm sure is in my future).