I kinda lean towards AK's mindset here. While the grand square rigs of yore are majestic, they're slow and clunky. The "modern" sailing yacht is the way to go:
The J boat: (from the 1920's, but in the grand scheme of things, modern):
VOR 65 One design, for the volvo ocean race. Races around the globe, these boats were so perfectly matched that even after circling the globe, the winning margin was only a few minutes:
Then there's the AC72, the first big (and probably the last for a while) foiling racing cat, used in the last America's cup, which was a witness to the greatest comeback ever in sport. These things would do 50mph+, barely touching the water, with a "sail" the size of a 737 wing:
But then there's the tiny, the Moth class. Reportedly one of the hardest boats (small enough it doesn't qualify as a ship anymore) to handle. Pictures don't do these justice, look some up on youtube:
