Certainly, having a shorter sprint size has it's advantages because the shorter time frame allows for more accurate planning, faster feedback and a bit faster pivoting for the team. There's another side to this as well though, before every sprint you have to have a sprint planning meeting. Ideally your developers will estimate (or reestimate) their work items right before the sprint. Before you plan the next sprint, you need to review the sprint and perform a retrospective. All of these things are good and should be done between each and every sprint, but they also mean time that the development team is spending away from more important things, like development.
What are some of the things you've noticed about how sprint length affects your team?