As a kitten he would be under the covers next to me.
Once in, she's polite and sleeps at the end of the bed or on my legs if she's feeling a bit more affectionate that night. I don't mind having her in the bed.
Two of the remaining three are No Fun to have around when I'm trying to sleep. One will wake up very early and start knocking things off of my night stand in an attempt to get me to feed her. The other one will go into POWER GROOMING mode as soon as he gets into the bed. It's loud, his breath isn't the best, and he won't stop. He grooms himself, thoroughly, for what seems like an eternity. To save myself the headache, I just kick these two out and they will find somewhere else to sleep.
The last one doesn't come upstairs often, but he's not annoying to have around when he does.
It's easy to say that "a cat is a cat" but they really do have their own habits and personalities.
Also, it being cold in the house seems to have a big impact too.