Personally, I never put my PC's to sleep because I run SETI. I just put the monitors to sleep. However, before I ran SETI, I had a problem going into and coming out of sleep mode. The problem turned out to be the Intellitype software that comes with Microsoft internet keyboards. If that software was running, I had problems. But if I closed type32, no problems at all. 100% repeatable. I uninstalled it and installed the latest version from MS's site. No more problem.
Maybe you have a particular piece of software running that's causing the problem.