Is it ok to set the MacBook Pro to never sleep when plugged in? I'm having some issues with my remote desktop software and the Wake-on-LAN feature.

On that note, is it ok to set the MacBook Pro (17" 2009 unibody) to never sleep when plugged in?

Am I somehow shortening the lifespan of the Mac by doing this?

I'll probably be doing this 9 to 5 as it were while at work during the week.

All other energy settings are default including all on battery settings and the hard disk and screen off settings for plugged in.

Cheers
You can leave your MacBook Pro running when plugged into an external power source. This should not dramatically reduce the life span of your computer.

Be sure to allow the display to sleep after idle time. Leaving a typical display powered on constantly can reduce the life span and cause problems.

When your Mac is not plugged in, try and follow Apple's notebook battery advice. Apple recommend running down your MacBook Pro's battery once a month or so. This will help maximise the battery's life.