My aunt had a cat that used to like being in he bed with you. After a particularly rowdy party I woke up next morning and my still alcohol befuddled brain threw the "does not compute" light several times at the sight of the cat's head on the pillow next to me. She was a good cat, though.
After that one passed the #2 cat started coming upstairs and she often slept near my feet on the covers when I stayed there. Folk say I have an unnatural affinity with felines as many cats that "don't like visitors" will often make a bee-line for me when I visit their house.
A resounding NO. Our dogs have their own kennel and run with a heated house for the winter. Only time in the house is whelping or old age and then they sleep by the hearth in their own beds. Besides, I've got gas enough for the whole room, I don't need a dog to help out. They are nice to point the finger at for any foul odors, though.