Yes, I always change Emily right away when she pees.
At night, she sleeps right next to me, and wakes to nurse. If she is going to pee (she doesn't pee at night most of the time now) she does it while nursing, so I change her and she goes right back to sleep.
Even if she has a fleece lined diaper, I notice that she sleeps fitfully if she is wet. She keeps scooting up and turning over... I think she is trying to get out of the "wet spot" that is wrapped around her butt. So, I just change her... it never wakes her up... and she sleeps great the rest of the night.
Works for us!
Teri - nak Emily who is 19 months old now!