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If you do flip religion, you're probably going to have to take Religious Ideas (though they're hardly bad, especially since flipping Coptic means Deus Vult is going to give you a CB on everyone outside of the Ethiopian region) to convert the Sunni provinces; the number of bonus missionaries you get from the various holy sites you'll acquire mean that you'll be better off converting land before coring it in many cases.
Sunni's mechanical bonuses are solid, although they're probably not that much better than Catholic (free stability from Papal Influence is huge, if nothing else) and they're definitely not better than Coptic Blessings, given that Ottomans start in the position to easily acquire the sites held by QQ and the Mamluks in wars they were probably going to fight anyway.
Aggressive expansion is a bit of a neutral point in this argument; flipping to Christian makes expanding into Europe easier, and means that you can actually conquer into the HRE without automatically triggering coalitions, while staying Sunni makes expanding into Asia and Africa less taxing on the AE. Given that the European nations are the bigger threats most of the time, I'd actually consider being Christian superior for managing AE, but there are pros and cons to both.
The single biggest reason to stay Sunni isn't to do with Sunni itself, nor the land you're going to conquer, however; you stay Sunni to keep the unique Ottoman government type that allows you to maintain consistently above average rulers. While it can be worth giving this government type up, given the aforementioned bonuses (especially if becoming HRE emperor is plausible), and there are other ways of obtaining excellent rulers (one of these days I'm going to play a Hindu Ottomans game for those beautiful unique Hindu ruler stat events), it's the single biggest cost involved in flipping the Ottomans to a different religion. Because of this, unless you're implementing a strategy that very explicitly needs to be a different religion, the default should be staying Sunni to keep your government type. If, however, you want to do a specific thing involving another religion, the gap isn't so collossal that you can't justify changing, since it can be worth it for certain strategies.
On the other hand, Ottomans special government is also a feature of Rights of Men DLC.
In the end it depends on your goals for the campaign. A casual, succesfull game can be done with any religion. Sunni is straight forward and you don't have to worry about heirs and religious unrest. Christian faiths have more potential, which is especially important if you want to go for World Crusade, but you have to invest a bit more thought into the game.