I have had two Roku Expresses for about a month (one for the downstairs tv, one for the upstairs tv). I got both started just fine. The downstairs one "sleeps" appropriately when I'm not using it (ie: when I turn the TV back on, the sleep screensaver is there, and I can press a button on the Roku remote to get back to the homescreen). However, the upstairs one does not "sleep" appropriately. If I come back after a prolonged period of time and turn the TV on, it does not register the device and acts like nothing is plugged into that HDMI port (it is though, I have checked multiple times). The Roku power light is still on when I come back, but the TV doesn't show anything and acts like nothing is plugged in. If I reach behind the TV and unplug the Roku from the wall and plug it right back into the wall, then the Roku turns on. After it boots up, it appropriately goes to the homescreen and is completely fine to use. Having to unplug it and replug it every time I want to use it isn't the end of the world, but it certainly is annoying and shouldn't be required. If both of them were having the same problem, then it might have been something I am doing wrong. Considering that I've done nothing differently with the two on the two TV's (which are identical TV's, by the way), why might the upstairs one not be sleeping appropriately?
Both devices are plugged into a wall outlet. Specifically, they are both plugged into a power strip, and the power strips are plugged into the wall outlet (both devices are being powered in an identical fashion). On the upstairs device (the one that isn't sleeping), I thought that maybe the power strip was the problem, so I took the outlet out of the power strip and plugged it directly into the wall, and the exact same problem with not sleeping still occurred.
After rereading your first post, I found it interesting that your TV doesn't detect the device and only when you unplug the device from it's power does the TV register the device being there. Have you tried replacing the HDMI cable connected to your TV to see if that helps the issue?
Unfortunately, that did not work either. I swapped out the HDMI cord that came with the device with a brand new HDMI cord (that I just bought last night), and the same problem still persists. I used the Roku last night, and it was working just fine. When I turned the TV off last night, the Roku was still on. I got up this morning, and the light on the Roku device was actually on, but when I turned on the TV, it said that there was "no signal" on the HDMI1 input (so if the Roku successfully slept for any amount of time, it did not continue to sleep through the night). I unplugged the Roku and plugged it back in while the TV remained on, and upon being plugged back in, it booted up.