I only really slept over at my grandparents' house with my cousin, that or my cousin would come stay at my house (sometimes for weeks in the summer). These days I only sleep over at my grandmother's for New Year's Eve.
I've only had a couple sleepovers besides that. One was in second grade, when I went to my friend Shelby's house. I remember that one especially because we went to the beach the next morning and tiny me got bowled over by a wave and woke up underwater :(
Then, for my birthday this year, my friend Amanda ended up sleeping over at my house for the first time. We watched anime all night and ate summer sausage for breakfast (at 4pm) :P I hope we do it again soon, I haven't seen her lately.
This past July my best friend Alex slept over for the first time also. We always wanted to sleep at each other's houses, but we never really did because of the "boys can't sleep over" thing, but now that we're old our parents said we could. We're having another one in a couple weeks when he comes home from college!
Now...my sister, on the other hand, has sleepovers a lot for her birthday, and since I'm friends with her friends, it's just a huge party!