PC Power on or Off?

Hey,

I bought a new PC that I use for everything including gaming. At night, I have been turning it off by shutting it down in the start menu. Is there any advantage of shutting down vs. just making is sleep. I noticed when it sleeps, the fans and everything shut off. What do you guys do, leave it on all the time, make it sleep when not using, or do you shut it down?

-Thanks

I always turn my computer off. Windows use to have a problem coming out of sleep-mode, it was a random problem....don't know if MS ever fixed the problem or not.