When I call people at night, and they complain that I woke them up, I always ask them why their phone was on if they were asleep. I always turn my phone off when I sleep, and if you really don't want to be bothered, that's why the phone has an off button. It's not my fault you were awakened in the middle of the night if your phone was on.

So, yes. You should turn your phone off when you sleep.