I've been used to turning it off on Win Os on daily basis. it's still hard to me to switch my habit to Mac.
Seriously, Windows ME has to be the worst windows so far, followed by XP.
Windows is exactly the same, you don't need to do daily shutdowns.
I never put my Mac on sleep or shut down. I just leave it on.
It doesn't really matter though it probably is not good if it is constantly under high load. In that case a Desktop is better as it can keep temps way down compared to a notebook under load and higher temps means faster aging means likely to fail sooner.How long do you leave it like this and what do you use it for?
You don't have to turn it off but it may be a good idea to power it off or reboot it from time to time to clear out RAM etc. especially after long durations or if you notice a degradation in performance.