When mine were really little I'd usually put them in the cot next to my bed first, then move them in with us later when they woke. But not all the time.

They usually went to bed before me, so if I didn't put them in the cot, I just put them in the middle of my bed with a pillow either side. I'm usually awake before them in the mornings too, so I might risk moving them, but I'd try not too. Again, pillows.

DD3 has never fallen out of bed. She's slept with me most of every night since birth. Its more often just been me & her, so noone on the other side to stop her. I did put a pillow on that side when she was a few months old though. Just to be sure.

DS has fallen out a couple times. Once at 4 months old he rolled over the pillow, but he was right on the side & we had the mattress on the floor. I only got up for 10 minutes to get ex off to work. & the other times have only been recently. I think DD kicks him out