Hi Diego
I depends a little bit on what you are trying to say. The only one which is completely wrong is "I sleep on bed".
Usually, in English, someone will sleep "in" a bed, rather than "on" a bed.
So, you can be sleeping in the bed next to the window. You can also simply be sleeping in bed. Both of these imply that you have 'gone to bed'.
On the other hand, if you are sleeping 'on the bed', the implication is more that you are literally on top of the bed, not actually 'in' bed.