I felt so much better when I followed my instincts and kept J in bed with us, and she's still co-sleeping with us. I got so much more sleep and felt much nearer human with a tiny baby than I did last time!
For me co-sleeping was the best thing in the world, but I also have friends who couldn't contemplate bed sharing.
Personally I have a cot next to my bed (note to self, need to tie it to our bed as J is On The Move now at 5 months).
I'm aware sharing on memory foam is not recommended, but if you do be aware baby does keep very warm (when we share on an ordinary bed she needs another layer or warmer grobag), J is on top of our old patchwork quilt in a 1 tog grobag and a t-shirt.
Oh and the thing that convinced me was her breathing- in the moses basket next to us I could hear her stop breathing for 5-10 seconds (ok, was reaching for her well before 10 secs but did once wait til 10 before prodding her) and in our bed her breathing was better, and always had my arm around her in the early weeks so could feel as well as hear her breath.
The downside- occasionally a cold boob when I sleep through getting it out!
I feel as long as you are aware of what you are doing, and others here have highlighted the major considerations, minimise any risks you see, try it, enjoy it!
BTW, how do you fence off around your entire bed and still get in without disturbing other bed users?? We have a king size in a room kingsize + 10 inches (except side with cot!), tight squeeze around bed on a divan base, thanks for any advice.