Mine have bells. It makes it a little easier to hear them, to know they're right there at your heels. I actually feel bad when I have to go to the bathroom, because they get up and stagger down the hall with me, even if they've been sound asleep.
My problem is that I have to put lights on all the time because they'll lie down on the floor waiting for me, and they blend into the carpet in the shadows. I don't want to step on them.
I've always thought Puddie should have been named Shadow (or, going with an Avatar theme, Toruk - Last Shadow
)
BUT, bells help. At least you know where they are. And, like small children, if it gets quiet for too long, you know you need to go hunt them up to see what they've gotten into
!