Lakshman didn't sleep for the entire period of exile to protect Rama and Sita. When Goddess of sleep appears before him on the first night exile , he ask her to not to give him sleep for the next 14 years so that he can be awake and protect his beloved Rama and Sita. On listening this goddess get impressed by him and give him a boon that he will still awake for 14 years but on condition that his wife Urmila will slep for the entire period. This is because of this reason Meghnadh got killed by him because meghnadh can only be killed by the person who have not slept for 14 years.
There is very interesting story attached to it which i might post in some of my post when i am in mood to post something tnx