His cot is in his room and he does sleep quite well there in the day, and puts himself to sleep most days- I can just pop him in, give him a kiss and walk out and off he goes. He starts in there at night too, until about 11 when he wakes and we put him in bed with us (he absolutely refuses to go to sleep after about midnight unless he's in our bed).
His cot used to be in our room until he was about 4 months, and then he begin to sleep really lightly so we moved him into his own room (couldn't even roll over in bed because the rustle of the sheets would wake him). He started sleeping with us at about 5 months- he got quite sick with bronchoulitis and it's just become a habit...