With DS he didn't have a sleep over until 6 months and that was only because we had a wedding. Actually that month we had 2 weddings, so 2 sleep overs in 1 month!
DD I actually don't remember but she would have been over 11 months as I bf until then. The kids will every now and then go for a special sleep over at my Mums just because. That's maybe once every 2-3 months and otherwise they have sleep overs every so often if we have an event or something on. My ILs also asked at around the 6 week mark when they could start having DS at their house. Actually they still do now. I haven't felt nervous leaving the kids with my Mum but with my ILs I do. I just don't feel they are the kind of people that will take care of my kids how I feel they should. So we limit that very much and I just don't see the point in dropping the kids off just because they want them. They are always welcome to call and come and see them if we're home.

It's all personal choice, your situation, the people looking after your child/children and how comfortable you feel. I know for us, a break is good every now and then and the kids love going to their Nanny's house but it's not for everyone and that's more than ok!