I'm an allergy sufferer, too. Something that's just come up in the last few years and I don't like it one bit. I've only had two perfumes set off wicked coughing/sneezing attacks -- both of them I absolutely LOVE -- and they're Spellbound and Jaipur Saphir. They don't bother me at all when worn by others, just when I wear them. I haven't compared the two to check for common culprits, however. My sister, who has chronic acute asthma and is on prescription meds, inhalers, and shots almost weekly, says she's never ever had an asthma attack from someone else's fragrance (though she has from her own -- a very heavy application of Dolce & Gabanna sent her to the ER).
As for not sleeping in fragrance... well, I do. If it doesn't bother me during the day then it doesn't bother me during the night. But that's just me. I don't do full-on sprays, however. I dab or spritz lightly at the wrists, or I use the scented lotion sometimes -- it depends.
And as for your question about ingredients, preservatives and synthetics... I think there's a ton of info on the internet about this since there are groups pushing for anti-perfume in public places. I read something two years ago from the American Medical Association where they basically labeled fragrance as "the new secondhand smoke". Can't recall the source and two years and a new computer later, I can't find the bookmark either. I just stumbled onto it while looking for something else, so I'm sure a little googling or dogpiling will turn up lots of info.