We coslept with our son from day one, but didn't bedshare. DH was never comfortable with that as an option and I'm really not either.
We used a mini cosleeper right next to my side of the bed. We never attached it because I liked rolling it around the house during the daytime so that our son was often sleeping in it near me wherever I was. I love the mini cosleeper. They are expensive, but I think they are better made than most pack and plays, since they are really intended for everyday use. The sheets are wicked expensive and kind of coarse-feeling, though. I always thought that was weird, but after time and washing, the sheets eventually softened. The mini is really easy to change sheets on. You essentially just undo two velcro straps.
Eventually, we bought the full size cosleeper and continued to use it next to my side of the bed. In retrospect, I wish we had bought that initially and just used it from the start. Would have saved us money. Its a little more difficult to change the sheet on the full size, since you have to bend into it to remove the sheet. We used the full size for about a year, until DS was about 17 months. Towards the end, we had to add some padding under the sheet for him because the platform was really hard.
A white noise maker has made a huge difference for us. We used one from the beginning and I really like it. It helps so that you don't hear every single little rustle that the baby makes at night, and I think it helped drown out some of the noise that we made as we got into bed, as well.