That is an age old question. I usually ask them, what distance is your average shot? There is little reason to sight in at 100+ yards if all your shots are 50 yards and under. Also the amount of drop by an projectile will be determined by the type and weight of the projectile your shooting, also your powder charge being used. If you really want to get technical, you can even figure in barrel length to a small degree.

I personally sight my scopes in at 75 yards. Then if the animal is a little further it makes no difference. If they are a little less, it still makes no difference. If I am going to shoot paper targets, then it is a matter of testing the projectile and adjusting for what I find....