You should never let your baby sleep with you. When they are screaming and only want you next to them, and all you can think about is making them comfortable (and sleep for yourself) we broke this cardinal rule. Letting each of them sleep with us. For Regan, this was enough and she slept with us until the morning. Henry was another matter...
With twins, a strict schedule is needed. Well, Henry would not sleep, his poor little head hurt when I would try to lay him down. So, I decided to do what my parent's did when we were little and not feeling well. We had a sicky party! I turned on the TV (Boomerang!) put toys in a pack-n-play, and I laid next to him on the couch while he laid in his pack-n-play for a little while before I had to hold him again. I only had 2 or 3 hours of sleep, and eventually the frustration kicked in, but we made it through.
So, now that we are armed with tylenol and humidifiers, we are all battling this generous 'gift' of a cold.