Don't sleep with a plushie, but I do go to sleep hugging a pillow (And sucking my thumb.

) Eheh... sometimes I pretend that the pillow is a cute girl that I know, and she's crying, so I hold it to my chest/shoulder and pretend that I'm comforting her.
The main reason I sleep with a pillow like that is because I sleep on a couch, so I usually have to sleep on my side. I'm sure that those of you with wide shoulders know that if you only sleep on your sides, they can get really stiff and sore in the morning. So, I hug a pillow for support.