Depends.
Mostly, during the day (including up to about 2am) I use sleep mode, because normally, I'll be back faily quickly. If i know I won't be, shutdown.
Over night, fairly commonly, still sleep mode. But I do believe in periodically doing a full shut down. It seems (and I'd stress "seems", as it's merely gut feel backing it) to help Windows keep it's knickers unknotted.
Oh, and that's these days. I don't have to go back too far to get to where I'd never trust sleep mode, because Windows always seemed to wake up with a right grump on, getting out of the wrong side of bed, having a bad hair day, and like a supercharged version of me before my first coffee. That is, best avoided.