Wall mounted air conditioners are probably the most common units used in a bedroom environment. The two main advantages are that wall units are always the cheapest option to install; they are also easy to retrofit in rooms without the need for redecoration. They are long, thin and placed at a high level on the wall. Like all the models designed for bedrooms they are exceptionally quiet which means that you will always have a good night sleep.
There are also premium models of wall units (like the Daikin Chigo and LG units). They are a little more expensive; however, they are very good looking units.