This is entirely up to your preference! Whether you want your dog to sleep with you on your bed, or their own space (their own bed or crate) make sure that it's something you have them practice from a very young age!
Dogs are a creature of habit and if sleeping on your bed is something that works for them, then they're going to repeat it until something else works better/instead, and it can be your responsibility to get them used to an alternative early on, so that you know you both have options, and as your dog gets a bit older and can understand you preferring one over the other at times.
Be as consistent as possible early on so that you build the habits you want and that your dog is successful with before deciding to make changes!