If your antibody is linked covalently to your resin, it is pretty improbable that SDS will cause any harm. As for ligand binding, you need to be sure that the structure of your protein won't change due to the presence of SDS, so 1% it may work, otherwise you will need to decrease the concentration of it or change detergent.

SDS is definitely not recommended. Not only will it denature your protein, but it will probably inactivate the antibody of the affinity column and, even if not, it will jeopardize the binding of the protein to the antibody. You cannot dialyze SDS, because it forms large micelles that cannot permeate through dialysis membranes. I would recommend that you stick to mild, non-ionic detergents, such as Triton X-100 or NP40. These will dissolve biological membranes without denaturing most proteins. When you say that you need SDS to extract all cell wall-anchored proteins, what happens is that some membrane proteins, such as porins, will precipitate after dissolving the membrane and cannot be brought into solution except with strong denaturing agents such as SDS or urea. If the protein you are interested in can be extracted with a mild detergent, why should you bother about solubilizing the rest of them ?

Thanks to both of you for your insightful comments. Although I will try with milder condition, but right now thinking about dialyzing out the SDS after cell lysis. Is it possible to minimizing it from 1 % to 0.2-0.3 % with dialysis?