LOL, I actually used to do just that when I was very little! I used to sleep with Johnny West and his horse (Thunderbolt). I don't think my wife would apprecite that kind of behavior though.
It's funny you mention the stand, I haven't even taken mine out of the box yet. All of my Star Wars Sideshow figures are on stands, but I can't bring myself to put Indy up for display yet...still having too much fun with him. A lot of folks have complained about the new body being loose and floppy, but mine has been standing just fine on his own, in various poses, since I have gotten him.