Why would it be? There was once a suggestion that regular turning on and off of your PC would wear out the power supply. but things have moved on a bit since then.
Personally, my PC is generally on at all times between getting out of bed and back into it, apart from the 8 hours I spend at work (which vary as I work shifts). The internet is connected 24/7, through a modem router, so when I turn on my PC or xbox, or my girlfriend turns her laptop on, the internet is theer and ready.
The only reason to leave your PC on when you're not using it is for convenience, so you don't have to wait while it boots every time you need to use it. Either way, it won't do any significant harm to the PC itself, and the lifespan of computers these days is short enough that you can ignore any concerns about affecting its longetivity.
Of course, if you do leave it on AND connected to the internet, make sure you have a decent, up to date, firewall.