I guess based on all the above responses it is really down to gut feeling, what YOU are comfortable with and what works for you and your family and support network.

Olivia did a sleepover when I went into labour with Charlie, with my SIL/BIL/her cousins....we are all very close, with kids the same age, so it was natural for us and I was totally comfortable, as was Olivia.

THis time round, when B3 comes, my SIL is coming to us (as it is more convenient.)

For various reasons I wouldn't have any sleepovers at my Mums though.......so I guess that shows, whatever you are comfy with......