I haven't slept over but I have been to one when he was first on the campaign trail and came to MA then all the rest in NH. I think I am at about 8 total. Addicting!
pro tip- get there early! (or sleep out ) bring food, drinks and a folding chair. If your car is close enough you can bring your stuff back to the car when security staffs the medical detectors. If car is not close leave your chairs against the building not in the lines. Lines will be taken down while you are inside. (I did lose two chairs at one rally)
If you get in line at 9:00ish you can expect to be there about 12-13 hours. Long day but it will go fast. Once GEOTUS arrives your energy level will go through the roof.
Dress for the weather! Friend and I were in line in pouring rain in waders and rain coat/hats and rain boots. People in light jackets and sneakers were soaked for hours after rain stopped. If it's cold don't forget the hand/feet warmers or you will be buying them for a premium.
Getting in line in the p.m. is okay but expect to be in the overflow crowd watching on the screen. I had to do this once and it was nice but it just wasn't the same.
Go if you can, you will have a blast.
ick