Missy started sleeping with me when she first came home at 7.5 weeks of age and only weighed 1 lb 2 ozs.  She curled up right in front of my face and stayed put the first night we tried, so I've let her do it ever since.  I followed the same routine with Dora whom came home at almost 11 weeks of age and weighed 2 lbs.  Both girls have always slept soundly through the night, they don't even wake up for a pee break.  I have pushed my bed up against the wall and I filled the cracks between the wall and headboard with rolled up blankets.  Then I put a big pillow below them to keep them from wandering to the foot of the bed.  Works great for us.  We totally enjoy it, and DH is jealous that the yorkie girls aren't on his side of the bed so that he can cuddle them