Here's another great alcove bed, this time from Apartment Therapy.
What I love about this one is the combination of curtained private space with those lovely windows.
For those of us without the necessary wall requirements (and landlords unwilling to take any down), there are other options, as well.
Nirvana Bed from LampLagret (site is in Swedish). Now that's a fun space, only I imagine that it's rather difficult to accommodate in any room short of a warehouse or loft space.
above from Novica
There's also the easy canopy on a four-poster approach. You can even use mosquito netting, although I can tell you from experience that you'd best not if you have climbing pets. Waking up in the middle of the night with a mouth full of netting and a confused and upset dog is a sureal, sureal experience.