I prefer to sail with the miragedrive out. You get that true sailing experience. Pedaling while sailing is great when you are learning but is more like 'motor' sailing which, at least to me, is not as satisfying.
With the drive out you go faster and tack much easier.
The daggerboard option is what makes the Adventure the best sailing kayak. Apart from enabling the kayak to sail into the wind it also adds much to the stability. It slows heeling and gives you more time to adjust your leaning position, so that a capsize is much less likely. I prefer the DB to the Sidekicks and leave it down on all points of sail just for the stability it gives.
If you are serious about Adventure sailing then the larger sailing rudder is another must have.
A furling sail is also a great help, especially when the wind picks up to over 15knots or so.
This older post has a video of adventure sailing using just the DB and a furling sail:viewtopic.php?f=32&t=19322