They each have their own uses, what with the sleep mode of the DS being a temporary means at pausing your game and shutting down the DS being a more finite halt in the title. Which do you use more?
For us, it has to be sleep mode. Sure, things come up as you're trying to play a DS game, but, for us, sleep mode shows a commitment to come back to that game, where shutting down is less of a commitment to come back as soon as possible to the game in question and more of a promise to walk away from the DS and watch TV or blog. So, which is more useful to you?