I support going after Sun Tzu for the reasons Chieftess, Moth, & Ginger Ale set forth.
To DaveShacks question of whether we should switch our research:
A qualified no. Id continue with Engineering over Feudalism because its more valuable in that fewer of the AI civs will research it and because we wont really need to have a barracks in every city until shortly before we attack the Portuguese. By that time we should be able to trade for Feudalism or exhort it from the Netherlands as a peace agreement and have lost nothing. Our initial war strategy towards the Netherlands was to wage a fairly short war. If we think we can get Feudalism as part of a peace agreement, we may want to fight a fairly lengthy war against them (lengthy in terms of time; once we reduce them to one or two cities we may want to wage more of a phony war). However, I suspect the Netherlands will get Feudalism fairly soon. We know theyll beeline for this because it will give them their UU. And if one of the scientific civs get Feudalism as their free tech, I suspect the Netherlands will move heaven & earth to make a trade in order to acquire it.
A further advantage of continuing with Engineering is that should be decide we want Leos, we can start a prebuild for it and be reasonably assured of getting it. Well be able to get Sun Tzu & Leos too. BTW, because of Isaac, I think it's quite possible we'll be able to get Sun Tzu, Leo's, & the Sistine Chapel. I'd make acquiring all three our strategy.
The only reason to Switch research to Feudalism, IMO, is if we think one of our scientific competitors the Byzantines or Persians might pop Feudalism and also might be able to build Sun Tzus before were able to use Isaac Newton. I dont think this is all that likely, but its a possibility.