According to some cultures and Feng Shui experts you should have your bed facing the west for the best sleep and for a peaceful nights sleep.
But you can try different positions to face your bed for the best results such as East, South East, West, North West or South West.
Some people sleep better when there bed is in different positions.
Also I find that changing the direction my bed is facing every now and I tend to get better sleep because of being in a different position.