usually leave them in veg until they show sex wich could take up to 6 weeks, then you can remove any males and clone the females at this time if you wanted to.
a longer veg time just results in a larger plant that has the potential to yield more if it were outside under the sun or in a growroom setup with multiple lights both over the canopy and side lighting that could flower large plants well.
but most grow rooms with 1 light hanging over the canopy are designed to flower smaller and more compact plants more efficiently and the use of clones with a short veg time of 1-3 weeks is usually more effective than growing from seed.