I think some of it depends on the thickness of the mash and possibly your sparge method. I batch sparge in a rectangular cooler and have never had any stuck sparge issues. I typically use between 20-30% rye malt. I sometimes use rice hulls, but even when I haven't I didn't have any problems sparging. Using flaked rye may be a different story, but I don't have any experience there. I've found that if you pour the mash water in your mash tun first, then dump the grains in a little at a time and stir as you're adding the grain, it helps to keep things distributed and reduces clumps. I also mash at 1.3-1.5 quarts per pound.
Aside from all that, I love rye and would highly recommend giving it a shot. If you're a little concerned about the sparge, throw in 1/2# rice hulls per 3-4# of rye like the folks mentioned earlier.