I have mine hooked to the sink as well. The only drawback is if you have it after the cold water valve on the sink, and don't have the valve open all the way. You want as much pressure on the RO unit as you can get (within reason). Most houses run pretty low pressure to go easy on the pipes. Most people don't want the 125 psi from the street running through their house. You might want to check the pressure at the sink to see what you have. Some people actual install a booster pump to increase production. Of course this assumes you need a lot of water. I only use 3-4 gallons a day, so there is not rush in my case.
Are you talking about using a faucet adaptor, or directly to the water line under the sink? I had mine originally hooked up with a faucet adaptor, and it was annoying when I would be making RO water, and then needed regular water to wash my hands or something.