A properly designed magazine will never compress its spring beyond its elastic limit (where it would take a new set and permanently weaken) or to the point where "creep" (the gradual weakening of a spring under constant tension over time) would become a factor, which really shouldn't happen anyway with spring steel to any meaningful degree (creep is primarily a function of the material used). Basically, unless the magazines for your gun are of poor quality and have issues, don't worry about it.
That said, what you really don't want to ever do is either compress the spring beyond a full load (keep track of how many rounds you've loaded and stop right away when the mag is full), or take the spring out and stretch it even a tiny bit beyond its natural, fully extended length, which would permanently weaken the spring, causing misfeeds and eventually premature failure. Follow these rules, and you won't have to worry about leaving your mags fully loaded (as long as they're properly designed, that is).