Going to a sleepover isn't common here, but I have went to my friends house to spend the night (I might be using the phrase "spend the night" wrongly, I only mean SFW intentions). It wasn't that big of a challenge.
I am not a party person so I haven't went for any late-night parties. I have travelled alone from different venues (when I was writing exams) at night, stayed at a hotel with friends too (although this was not really planned - we didn't have a means to get back home due to a protest happening)