My babies have slept in their own rooms from the first night we brought them home from the hospital. I am a fairly light sleeper and did not want to wake up every time one of them rolled over or breathed loudly.
However, I think the answer to this question completely depends on context. When I lived in Central Asia, entire families slept in the same room for their entire lives. They would see our practices as being incredibly lonely and boring, while we see our practices as fostering independence and responsibility.
The books about raising children all have very strong opinions about your question. I personally think parents have enough pressure already and do not need to lose sleep over sleeping-locations :)