When we had DS1 he was in his own room, in his cot from 6 weeks because he was so noisy that no one was sleeping. His room was next door to ours and we had a chair in there so I could feed him if he woke in the night. He still suffered from separation anxiety, like all bubs will, but is a great sleeper. Not sure it has to do with that, but more to do with him as a person.
DS2 was in with us from birth to 6.5 months. He was in our bed for the first 9 weeks, then in either his cot or carry cot depending on his mood and sleeping habits at the time. He came back into bed with us during his 16 week growth spurt and I fed him lying down (which saved everyones sanity bc it was pretty much non-stop). We moved house when he was 6.5 months and df insisted he had to go in his own room. This was great for about the first 6 weeks, he even slept through the night for the first time at 7 months. That only lasted 3 weeks and now one of us is constantly up and down to him . It's pretty cold at night so it's no fun, and unlike last time there is no chair for feeding so I get him up, fetch him into bed, feed him and then pop him back in his cot. So it was certainly "easier" having him in our room from a feeding perspective, and I think the jury is still out on the sleep front. He's a tummy sleeper too, has been since birth, and that was never a consideration when "deciding" whether to move him into his own room or not.
So just do what feels right for you, if you want to keep him in with you and there is room for his cot, then do that...if you want to put him in his cot in his own room do that too. Maybe try and start with him in with you so he's not getting used to two changes at once, and then once he'll sleep in the cot move him into his own room. Entirely up to you of course, but just a thought. smile]