The first night I had my Henry home from the rescue I showed him his nice, new bed on the floor next to my bed. He looked at it and said "No, thanks" and jumped up on my bed and stretched out on the side I don't sleep on, gave a big sigh and went off to doggie sleep. That's where he has slept ever since, usually with his head on the pillow. In the winter he has his own special fluffy blankie. He doesn't get up on the bed at any time except bedtime, and he never encroaches on my side.
As for the nice new doggie bed, it's now in the room I use as an office and that's generally where he goes in the daytime for a nap and where he goes when I'm using the computer.