Hmm, I never sleep with any jewelry on, this includes my e-ring...my mom raised me that way, she always told me never to sleep with it on, so I don't lol. I also don't do dishes, shower, or do yardwork with my e-ring on as I am scared of wrecking it or losing it...other than that, it is almost always on.
I know my FI thinks he won't be able to get used to the feeling of a ring on his finger after the wedding, so if it drives him nuts, we agreed that he could wear it on his chain...but still, I'd prefer it on his finger. Oh well.