What you are talking about in control panel\power options and display. They are the same as when you right click on your desktop and go to screen saver\power\power schemes.
I have my power schemes set at: home office\desk\turn off monitor is 25 min, turn off hard disk is 20 min and system standby is 30 min.
You shouldnt have "never" on any of these as they will just keep these things running all the time. If you only use your pc once in a while i guess it would be ok to use "never", but i have my pc up and running from 8am to midnight, 7 days a week. Imagine the extra wear and tear if i had all my settings at "never"!
So i dont suggest you use never but thats only if your pc is on a lot during the day or night. And you can use "never" in any area there if you are troubleshooting, but i wouldnt leave it at never on a permanent basis.
I feel sure that nodsu, when he or she suggested you use "never", it was for troubleshooting, not a permanent setting. You should set them to never, for instance, when burning a full dvd, just to avoid problems.
You could go to "hibernate" and turn that off. That may help you with your problems.
But, again, unless you have real serious problems and it is taking you forever to get out of sleep mode, i dont see the problem. I right-click my mouse and press my enter button as needed, depends on how asleep my pc is, but eventually it wakes up. Is that what you mean when you say it takes a long time or do you really have a problem in this area? If you really do have a problem. Try hitting the "enter", space bar, or left or right click, that should get you out of sleep mode, unless there is a real issue preventing same.