(I am using an external monitor connected to the Mac Book Pro and I put this configuration to sleep and I turn the monitor off at least once a day. I do not power down or reboot the laptop at all unless absolutely necessary.)
Logging out and back in solves the problem, but is of course tedious. I found a better workaround here: http://reviews.cnet.com/8301-13727_7-57389668-263/os-x-desktop-backgrounds-gray-after-waking-from-sleep/
- open a Terminal
- type: killall Dock
The background image is managed by the Dock application which automatically restarts when killed. This is of course not a solution, but is a rather easy way to 'fix' this, until it happens again. :-)