I have a couple of Camera Drones and enjoy capturing video with them. The rules for a hobbyist are pretty simple and you are not required to gain any FAA approval. However, if you intend to use them commercially, there is a complex process with the FAA to go through. Check out http://knowbeforeyoufly.org for the FAA's guide.
If you're interested in getting quality sailing video, you will need a good quality drone. The less expensive platforms won't be able to handle the wind speed.