Put it to sleep, it's what it was designed to do. If you use your machine more than about once every two days then merely put it to sleep rather than shut it down. If you're not going to use your machine for more than two days then shut it down. That's a pretty good rule of thumb I find.
The advantage of sleeping it is that it'll wake up quickly and when it does wake up, it'll run the system's maintenance tasks that should have been run at 3:00AM when, no doubt, your Mac wasn't awake. If you shut the Mac down, it won't catch up on these tasks automatically.
During sleep, the only components getting power are the RAM and parts of the logic board (and the sleep light obviously). Therefore, it has no advantage over shutting down in terms of preserving the moving components of your Mac.