Because Topher spent a long day travelling to us in his kennel, his first night was spent in bed with us...and he slept through the night! He was tired of his kennel that day and I can't say I blame him!! I want my dog to sleep with me, so had no problem worrying about him getting used to the bed. He's only had one 'accident' in my bed days later and that's because I didn't recognize the signs that he needed to go pee. I made sure that all of my linens were washed and changed, though, before I let him back on the bed. I didn't want him to smell the bed and think that peeing was ok there!
He's slept with us ever since and goes to bed with me around 11 or so and sleeps till I wake him in the morning. He's only jumped off the bed once, and I got cross at him when he did so, so he hasn't done it since. He's a bigger boy, though (8lbs now)...even so,, he's still small to be jumping off of the bed onto the hardwood floors.
He is crate trained, also, and it's a place of comfort for him. He goes in his crate to nap during the day and he goes there when he wants to be on his own.
I think it's just a matter of preference. If you don't want your pup to sleep in bed with you, train him to stay in his crate at night. It will take a few nights for him to get used to it, but he will get used to it.
Congrats on the new pup!! It's just like having a baby in the house, that's for sure!!