Never wake a sleeping baby or wake for feedings?

Susan
Do you let your baby sleep as long as they want or do you wake them for feedings? Day or night? 
I've been too afraid to let my son sleep more than 3 hours during the day, mostly because it's usually the late afternoon that he wants to - and it's too close to bedtime.
But I'm wondering if maybe I should just let him sleep when he wants and feed him when he gets up? He's gaining weight like a champ, usually more than an ounce a day. Basically I'm wondering if he'll sleep better or worse at night if I let him sleep when he wants to.

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