Sleeping with clothes instead of a blanket - what are your opinions on this?

This is something that I do on occasion when I go to bed - instead of using a blanket, I just wear normal clothes that cover my whole body and are enough to keep me warm throughout the night.
Of course, I do change clothes when I wake up in the morning.

Is this something that you would recommend, or is a blanket preferable for some particular reason?
I feel that clothes should be able to serve pretty much the same purpose, but I have also heard that sleeping with clothes like this is a bad idea because it prevents the body from "breathing" or something, but how serious would that be?

Also, I should point out that I do normally cover my feet with a blanket when I sleep this way, since they seem to get cold a lot easier.

As long as you're comfortable I think you should be able to sleep however you want. That's why they make pajamas. I have slept in clothes and I know a lot of people who have slept in regular clothes and nothing bad happened.