There's the one concrete proof that Sherlock and John sleep together (or at least used to) even in canon. Put on A Scandal In Belgravia, the part where that obese guy drops unconscious in front of Mrs. Hudson, and she shouts in the direction of John's bedroom and calls out "Boys! You've got another one!"
It looks like that, doesn't it? Or tell me you've seen it before too!
And then, of course, we have Buckingham!Sherlock with the bedsheet which cements our doubts into certainty ;)
The morning round's the best, according to Sherlock, as he pulls John closer and proceeds to devour his mouth greedily. John's eyes are hazy and his movements still unguarded as he drags his mouth against Sherlock's. When Sherlock moves down to attack the vulnerable skin on his throat, nips at it with his teeth and draws those moans that otherwise never leave John Watson's mouth when they fuck during any other time of the day—even when the post-case high is still upon them—there's not a feeling sweeter on the earth.
John wraps his arms around him, hands pulling at Sherlock's hair desperately. John is undressed—Sherlock didn't let him sleep the night before with clothes back on his body. Why cover such perfection with something as mundane as clothes?
The crown of John's cock is already glistening with pre-come—his prominent morning erection still there, and Sherlock wants nothing more than to taste his arousal, draw those groans from John's mouth. Throwing John a last look, oh, what a sight, pink tongue peeking out of his velvety mouth, face sweating gloriously, every part of him ready to be had. . .
And just then, someone, that Sherlock identifies as Mrs. Hudson, calls out, "Boys!" and he slumps against John in frustration, eyeing his erection wistfully.
"You've got another one!" she bellows.