Many dogs like to feel secure and have a place to call there own. A dog kennel can be a good source for this, or an old blanket thrown down in the corner, in a closet or laundry room. You can also buy pillows and baskets made especially for dogs.
Dogs tend to like being around people and would most likely want to sleep in the bed with you. This is something you are going to have to really consider ahead of time. Usually once you let a dog sleep on your bed once, they find it comfortable and want to sleep their ALL the time. If you like having space to move around, letting the dog sleep with you would not be a good idea. They do not seem to understand courteousness. You can put a pillow or dog bed at the end of your bed or on the side of it to let your dog sleep close by.
Puppies should be kept in a cage or kennel at night to keep them out of mischief or from having accidents on the floor. Puppies also like to feel secure. When left alone, they tend to get upset. Unless you want a spoiled puppy it is best to just let them whine or bark a bit. Each night the time will be less and less. It is a good idea to put the puppy to bed before your bedtime. It also helps to cover the kennel or cage with a blanket to block out light. Another trick is to wear an old shirt you don't really like for a few hours and when you put the puppy to bed, put the shirt in his cage. The smell of you on it will comfort him.