I think a combo of both is best. Sometimes I'll sleep it for a night or two, then shut it down, then sleep it for a three nights, then shut it down each night for the next two, etc. I just do what I feel like, it's good to shut it down to clear the RAM.
FWIW if traveling I always shut it down because I don't like the idea that something just might wake it up or go awry and then have it overheating itself in its sleeve in my bag for hours...I shut it down purely for precaution.