To be honest, i never sleep comfortably with my comp-hair do and most of our events are spread over two-days. But I also like not having to worry about having to do it again the next day and all that product again. I used to redo my hair, and now I just keep it for the two days and sacrifice the quality sleep LOL. Even without the hair, I may not sleep well the night before anyway, so I probably won't be losing out on much LOL!!!
I have a silk headscarf that I wrap my head in so the tiny fibers of the pillowcase won't pull at my hair. Or you can get a satin pillowcase. I've tried wrapping my head in toilet paper which is another common suggestion but usually I just end up looking like a shredded up mummy without much toilet paper actually left on my head.
I think one of the keys to making it last is having a 'good' hairdo to start (making sure it's pulled tight and secured well) and getting in enough product so it's nearly helmet-like (most if it anyway... usually some of the more sculpted ornate sections aren't so hard). Usually day two only would require a bit more hairspray again as a touch-up.
The hairstyles that I see never work well for dance (and especially overnight) is the gibson/cottage-loaf hairstyles, where everythign is sort of loose and poufy.
