We've only had Samson, our 7-month-old yorkie, sleep in bed with us two times since we got him. He's usually in his crate, right next to my side of the bed. However, he still sleeps under covers because he has his very own Coleman Hibernation sleeping bag in his crate. It's just like a regular sleeping bag - comfy and cushy, flannel on the inside, zipper up the side, Coleman tag on the outside - except it's sized for dogs!! Seriously, it's the best thing ever. We got it for when we go camping and bring our little guy with us, but we've been using it ever since it got cold because we like to leave our windows open at night.
When we first got it, I opened it up and put Samson in it. Then I just let him explore it on his own. He kept crawling in and out of it. He loves it! So at night, I just open the bag up and he crawls right in, snuggles down into it, and I put the top over him and he's toasty and warm all night.
Check it out:
Amazon.com: Coleman Hibernation Dog Sleeping Bag,...