The term "sharp" can be a very relative thing. What I thought was sharp years ago, is very different now that I have some hours under my belt with multiple sharpening systems. So for me it's consistency and even/balanced final grinds that is important. I've had both sharp and not-so from everything cheap to expensive....ZT or Benchmade range, all the way down to Rough Riders. I should mention that blade steel and geometry really make a difference also. A "pretty sharp" ZT in 204P/M390 is not comparable to a "really sharp" Rough Rider. The high end steel will hold that average edge for quite some time, while the mystery stainless RR that is super sharp, may only be so for minutes of use.
So it all depends on what "sharp" means to you, and what you plan on doing with that edge. I do have dozens of RR's I would consider fairly sharp out of the box...for what my usage intentions are. But the cheap knives tend to be all over the board with consistency.
As other have mentioned, I would consider Spyderco to be VERY consistent (of course, I'm speaking my samples only), with both final grind, sharpness, and evenness. ZT's have really improved their game on recent releases. Older models may have some variance. But overall quality allows for a little tweaking and good to go for years.
My Kershaws have been all over the map. But one standout I've seen, of the half dozen Blur's I've purchased, they have been some of the sharpest out of the box of just about any of my collection, and even grinds to boot.
So for me now, I simply look for a nice even final grind on every knife I buy (if possible). If it's razor sharp, great, I'll get some use out of it before putting a stone to it. But if not, It's pretty easy and quick to make that way with an even edge. I just hate edges that wave all over the place. Sharp of not, they will soon need a full reprofile, and I shouldn't have to do that on something right out of the box.