When our dog was a puppy we didn't let him sleep on the bed, but since he's been big enough to jump on we've let him snooze with us and generally he's well behaved AND sleeps through the night which is a blessing...
Anyway I think he thinks he's a human, he tends to sleep up our end of the bed (between DP and I) with his head on one of our pillows, or in the gap between them. If I turn over to face him he gets up walks down the end of the bed and flips himself down in a huff as if I've hugely inconvenienced him by rolling over.
If your dog sleeps on the bed does it just curl up in a little neat ball down by your feet (which is how I imagined it would be), or do you also have one that decides to sleep like a human?