I have only sailed on one boat with a Sayes vane, the simple answer is Yes.  Its an awkward set up, but the Sayes will do the job. 

The Monitor, Aries and  Cape Horn are the more commonly seen/used vanes.  Keep in mind that the Sayes and most other windvanes will add to your LOA and that might be an issue depending on your slip length.  If your just cruising in Puget Sound you will find a vane will be of limited use.

My W32, Sea Breeze, came with a Sayes Rig,  I bought the boat in the BVI, spent some months there getting it ready to go offshore, and then sailed her straight into Charleston SC USA.

The Sayes Rig would not steer the boat.  Accordingly, when I got to Charleston, just about the second thing I did was rip the thing off and take it to a used marine equipment joint.  I bought a Cape Horn, which works well.

I talked to the manufacturer of  the Sayes Rig at the Miami Boat Show.  At that point in time, the Westsail 32.was not on the list of boats he'd recommend for the Sayes Rig.

As a result of that experience and a few other things, mostly that I've read, I believe that the only self steerers that will steer a sailboat are the servo pendulums--Monitor, Aries, Fleming, Cape Horn for example.

Joe Kovacs

When I was cruising the Salish I used a windvane as much as I could while under sail. If you can get it rigged and learn how to use it, you will find it very useful and come to depend on it. I use a tiller pilot when motoring and when transitioning to windvane, so the combination is pretty much how the boat is steered when short or single handed. I am rarely steering the boat so I can save energy for going forward to trim sails, or setup rigging. It took me a while to figure it out, but once I discovered when the windvane worked, it steered better than I will ever be able to.