I think it depends on your hair. If you have thick, coarse hair that can endure tension, then the answer is no. If you have medium or fine hair, sleeping in rollers can be damaging over time. If you do it now and then (for special occasions or just want a change of pace) you shouldn't have any trouble.
I have been using the satin covered rollers (or curlers) when I want to do an overnight set. Though they are easier to sleep on versus the magnetic or other types that don't "give," you still want to be careful. The resulting set is more loose and less defined. That's my HO.