Some people wrap immediately, but I have harder, longer-lasting bars and no sweating if I leave them sit in a dry place for at least a few days before wrapping.
I have some bars that have been on a shelf in my bathroom for almost a year unwrapped and they are fine.
I've never had a problem with 'sweating' using WSP's 'creamy goat's milk' and 'white probase.' Their natural MP is nice, but sweats something terrible. I only ever use that in the winter when I KNOW the soap will be used before summer sets in.
BB's 'low sweat' base is lovely, too.