I've done it both ways. I tend to favor sighting in for a certain yardage and just 'eyeball adjust' for shorter or longer distances. If I know a bullet is going to hit 4 inches low, there's a easy fix for that and it doesn't involve adjusting the sights
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I've had a couple of rifles and revolvers with easily adjusted sights though. If it only takes a quick turn or slide to zero me up, I will do it.