The Omega does a great job of integrating sass "out of the box" within a drush-built subtheme. The derivative parrot theme demonstrates one way to do this.

Here's how I set mine up:

cd to my subtheme

#additional helpers
gem install sass-globbing

mkdir images
mkdir sass
touch sass/subthemename.styles.scss
touch sass/ie.scss
touch sass/print.scss
mkdir sass/variables
touch sass/variables/_colors.scss
touch sass/variables/_typography.scss
mkdir sass/abstractions
mkdir sass/base
touch sass/base/_base.scss
mkdir sass/components
# feel free to make this as deep/light as needed

compass create  . --sass-dir=sass --css-dir=css --images-dir=images --javascripts-dir=js --bare

Which creates the following (snipped) config.rb:

# Set this to the root of your project when deployed:
http_path = "/"
css_dir = "css"
sass_dir = "sass"
images_dir = "images"
javascripts_dir = "js"

# any additional compass plugins:
require 'sass-globbing'