Could be this preference file, found within the "Library" folder at the top level of the hard drive,
not your Home folder...
Macintosh HD > Library > Preferences > SystemConfiguration >
com.apple.PowerManagement.plistDrag this file to the desktop (or the Trash can), then restart the Mac - afterwards, go back into
System Preferences > Energy Saver and set the relevant Sleep options again. See if it goes to sleep properly this time. If all is well, then delete the old .plist file as a new one should be created.
If that doesn't work, you could try resetting the SMC (System Management Controller) - see
this Apple Support article (note the two options for portables at the bottom of the page, depending on the exact model of Macbook Pro).
Finally, if none of that helps, it's more than likely some kind of background process or hidden app that's running waiting for something to happen. For example, scanners and All-in-One printers tend to have background apps that sit there waiting for a button to be pressed on the printer/scanner, sometimes these can cause problems if they're not fully compatible with the version of OS X you're running. Check Activity Monitor to see what's running in the background - also check
System Prefs > Accounts > (click your user name) >
Login Items for any suspect items that could be lurking around, stopping it sleeping properly.