I've purchased every upgrade from the steward in Whiterun, but the only bed is upstairs, and it says it is "owned" and I can't sleep in it (and it looks like a crappy bed anyway.)

How do I get a bed in my own home in Whiterun to sleep in? I hate renting a room when I own a home!

The owned bed is to the left at the top of the stairs right?, that bed belongs to Lydia your personal bodyguard. if you make a right after the steps there is another door, your bedroom is in there.

Ah, thanks! I looked over there, but didn't see anything, would not have noticed the door. OK, nice bedroom, nice bed. Thanks!

and its a big crappy bed!