Heck, I've got SereneScreen going ALL the time I'm not playing the latest computer game (even when I leave for vacation for weeks at a time!). I want to make sure my CPU is stoked and ready for my next intensive gaming session. No cold, chugalug CPU engine for me!
Seriously though, for the last several years I've had SS running all the time I'm not using my computer at work or at home (and yes, sometimes a computer will run with SS full-tilt for a couple weeks at a time) and I have yet to have a problem with any computer CPU. As long as you follow common sense and make sure your computer is well-ventilated and kept cool (as it always should be anyway), I really can't see a problem.