So by all means, cuddle up in bed with your best friend. Just be sure he knows the rules and that the bed is human space that he must earn with a polite "excuse me, may I please come up there with you?"
Shocking a dog while he is doing something he thinks is fun -- something they've been bred to do for thousands of years -- seems particularly cruel, since it can forever link that pleasurable thing with the fear of an occasional unexpected jolt.
My friend recently mentioned that she was using special music CDs for dogs. "For dogs?" I asked. "For dogs," she replied. "Don't laugh -- one of their CD's is on the Billboard list of best-selling classical albums!"