The integrand function is even, hence
$$ I = \frac{1}{2}\int_{-\infty}^{+\infty}\frac{\sin(\tan x)}{x}\,dx $$
which due to the periodicity of the tangent function equals
$$ I = \frac{1}{2}\int_{-\pi/2}^{\pi/2}\sin(\tan x)\sum_{k\in\mathbb{Z}}\frac{dx}{x+k\pi}.$$
The sum over the integers has to be intended in the symmetric sense, i.e. as
$$ \frac{1}{x}+\sum_{n\in\mathbb{N}}\left(\frac{1}{x-n\pi}+\frac{1}{x+n\pi}\right)=\cot(x) $$
where the last equality follows from considering the logarithmic derivative of the Weierstrass product for the sine function (or directly from Herglotz' trick). As a consequence,
$$ I = \frac{1}{2}\int_{-\pi/2}^{\pi/2}\frac{\sin(\tan x)}{\tan(x)}\,dx = \int_{0}^{\pi/2}\frac{\sin(\tan x)}{\tan x}\,dx = \int_{0}^{+\infty}\frac{\sin(u)}{u(1+u^2)}\,du = \frac{\pi}{2}-\int_{0}^{+\infty}\frac{u\sin u}{1+u^2}\,du $$
where the last equality follows from a partial fraction decomposition and Dirichlet's integral $\int_{0}^{+\infty}\frac{\sin(u)}{u}\,du=\frac{\pi}{2}$.
By the residue theorem, or by the self-adjointness of the Laplace transform, the last integral equals $\frac{\pi}{2e}$. The conclusion is that
$$ \boxed{\int_{0}^{+\infty}\frac{\sin(\tan x)}{x}\,dx = \color{red}{\frac{\pi}{2}\left(1-\frac{1}{e}\right)}\approx 0.992933} $$
and I wonder if there are slick ways to prove $I<1$ without resorting to explicit computations (or, at least, using only a very limited amount of them). Update: I found one. The Archimedean approximation $\pi < \frac{22}{7}$ can be deduced from the fact that the integral $\int_{0}^{1}\frac{x^4(1-x)^4}{1+x^2}\,dx$ is positive and it equals $\frac{22}{7}-\pi$. The inequality $e<\frac{11}{4}$ can be deduced from the fact that
$$ e=2+\frac{1}{2!}+\frac{1}{3!}+\frac{1}{4!}+\ldots < 2+\frac{1}{2}\left(1+\frac{1}{3}+\frac{1}{3^2}+\ldots\right)=\frac{11}{4}.$$
These inequalities lead to $\frac{\pi}{2}<\frac{11}{7}$ and $1-\frac{1}{e} < \frac{7}{11}$, so $\frac{\pi}{2}\left(1-\frac{1}{e}\right)<1$.