All 3 of ours sleep in bed with us. And wandering
is a problem. They wander from my side of the bed to DH's side, from the foot of the bed to the our pillows, under the covers, on top of the covers, on my head!, under my arm...

But they don't leave the bed. Although sometimes I think it would be nice if they had their own bed to sleep in, I'd miss them terribly if they did.