Depends on the rest of your gear, and if you actually want to not die fast, sentry damage could provide slightly more dps to sentry than the 840 dex would in some cases.
In any case, I'd say 3 sockets, also, keep in mind that dex will give armor in 2.1, so, that's even more survivability.
Well the problem I have atm is I get 1 shot by Jailer. So I have to run away and change some passives to be able to survive. Frozen Pulse also 1 shots me but at least I can avoid that. That extra armor sounds nice though, I think I'll go for 3 sockets cheers.
I would say get 3 sockets, if youre being one shot from affixes just throw in some diamonds/amethyst, i dont know your stats so i cant say how many of each.