Really? If I had the choice (and my room, the way it's set up, doesn't give me any choice), I should probably face West, in the direction of the setting Sun. Of course, I am committed to the Early Man of Impeding Death, so perhaps that is a fitting symbology. At any rate, I bow west to the Sun every night before going to bed. That's more out of tradition than anything else.
Those are my favorite directions, though -- north and west. Ironically, my head faces south and east when I sleep.