I used to put mine to sleep then it died this week and I think it got overheated so I am probably going to start shutting it down when I get it back in 4 weeks.
I have to watch DVD's to get to sleep at night, so at the moment I keep it on at night. It shuts itself down after a certain amount of time, however when i am at Uni, i have a TV and DVD player that has a timer.