I don't do it, just because it slows down an already laborious game even more having to break down stats and dice rolls within one unit. I also think it's unreasonable to expect an opponent (especially the age demographic I am in
) to identify a lascannon or auto cannon sponsor variant on an 8mm mini from across a 4ft board. So I'd rather go through the list with an opponent before the game and do a 'this is this' etc.
That being said if you're playing the game a lot and have time to break down units there are definitely advantages to sometimes doing it, so
YMMV.