Storm will usually sleep at the foot of the bed. He'll sometimes cuddle up with me too.
Sunny will sometimes sleep beside me and will also sometimes cuddle up with me.
Cirrus has never slept on the bed with me in it. He prefers to sleep on the cat condo in my room.
Sky has slept next to me before but then Storm and Sunny chased him off the bed so he hasn't done it since.

Most of the time all 4 cats will end up sleeping some where in my room. They love their box beds and kitty condo. They'll even sleep on the floor.