Our cats have always slept together in a huge but cosy cat bed on the counter top in the kitchen, away from draughts. When we had five of the little blighters, they'd curl around each other in a complicated knot, grey tails, brown tails and various coloured legs (all Siamese, but some seal point, chocolate point or blue point) I always put a smaller bed at the side for any dissenters, but no, they were more than happy to pile in together.
They be only too ecstatic to sneak in with us under our duvet, but they'd be a blooming nuisance. One or two would be thrilled to sit on our heads on the pillow and lovingly lick our noses with their sandpapery tongues.