Boy can I relate! My two cats have their own beds next to mine, as does my dog. Most of the time they will sleep in their own beds, but there are times when they want to sleep RIGHT next to me. It makes things pretty crowded.
Pugsley the dog is the worst too, if you try to move her even an inch she wakes up and give me the most angry look, and then moves back to where she was.
Still, I wouldn't really change anything!