I remember always wearing a bra while sleeping when I was younger, but ever since I hit my twenties I don't wear one every night....but there are days when my 'assets' feel achy, swollen and just painful (you know 'that-time-of-the-month when Aunt Flow visits!).
The most comfy ones in my opinion are the slightly padded, non-wired, cotton bras because they feel soft against the skin, let you breathe easy and don't poke you anywhere.
Also I feel Marks & Spencer make some super comfy ones