I used to just leave the hair a bit damp and go to bed with a towel over the pillow, wake up in the morning with frizzy and knotty hair, not good when your hair is already frizzy.
Going to bed with wet hair also can make your pillow go all mouldy, which does lead to health problems coz you're breathing all that mould in. Unless of course you get one of those waterproof pillow protectors, but then the pillow case can still go mouldy...plus plastic on pillows hmm..not sure about comfort there lol.
I ususally towel dry my hair and then put some heat protector stuff on my hair before i blow dry it, that helps to protect it a bit...if you dont have that, just use the lowest heat setting.
And whoever said they wash their hair every night, thats not a good idea. If its coz you got oily hair all the time, go to a hairdresser adn get a proper shampoo and conditioner rather than drying out your hair from washing it all the time, coz you get more oil...
Or you could just wash your hair during the day or something and sit out in the sun and let it dry that way..excuse to get a tan, although thats not a good idea.!