I know this goes against everything we are told to do re. cot death etc. etc., but I am a terrible sleeper and am disturbed really easily and my youngest ds (10 weeks old) is also really noisy, unsettled, easily disturbed, so after 3 weeks of having him in our room, we moved him into his own and now both he and I sleep a lot better. My poor dh is currently sleeping on the sofa however as he snores and I'm already sleep-deprived without him adding to it!
To my mind, if anything is going to happen, the likelyhood is you wouldn't know anyway if you were sleeping, so whether they're in the same room as you or not I don't think it would make much difference. I have the baby monitor on in my room (turned down enough so you don't hear every shuffle though) and check on him regularly. Plus I follow all the other guidelines re. sleep position etc.
As mums we are made to feel guilty about whatever decision we make, whether it's about where our babies sleep or breastfeeding. for the record I desperately wanted to bf, but I was unable to get either of my ds's to latch on and without any support I was forced to give up, however the guilt remains and every doctor or h.v appointment I go to I am made to feel like I'm doing something wrong.
Sorry, rant over. It's just every baby and every mum is different and I think it's important to go with what works for you and your family and if you decide to move your baby to his/her own room please don't feel guilty about it. It wasn't an easy decision for us to do that, but you have to weigh up the pros and cons and with two small children to look after I needed to get as much sleep as possible in between actual wakings for feeds.