We had weekly sprints one time, the amount of overhead was insane. Even the manifesto says to integrate your working software anywhere from a couple of weeks to months, depending on your situation.
We had daily builds but they tended to be broken. This is life in many places :)
They did proper integration point releases between teams at various phases, it was more an issue with 1 week sprints to close off tasks resulting in so much overhead that I felt like I was just building momentum and had to stop and gather my thoughts for the retro and planning. We'd essentially lose one work day out of every five.
