I have four cats, and I know where they will be when I go to bed. One will sleep near my arms, so can pet him, or even fall asleep on my arm. The biggest cat will always be at the foot of the bed. One cat never sleeps in my bed because it's too crowded, but she will be on the table nearby. And the kitten wants to be in my face.
Cats spend more than half their lives asleep, so where they choose to do so is important to them. If you cat wants to sleep with you, that's a sign that they like you. Of course, it helps that you generate warmth on a cold night. Where they sleep when you are not in bed will tell you about their status, comfort, sense of security, and relationships with other cats. Feline Fanatics goes over the many factors that a cat balances before deciding where the perfect place to sleep will be.