Some sleep in nests if they have baby birds to care for; others sleep in the branches of trees, under eaves and bridges, in birdhouses, lots of different places. It also depends on the type of bird as to where he/she will sleep. Most will stay high enough to avoid the four-legged predators, but some live in brush (such as quail) and some live a few feet off the ground (blue jays). Lots of determining factors.
Waterfowl sleep on river banks and lakeshores.
In their nests, in trees. Though it really depends on the exact type of bird your talking about.
in the trees