My min pin just adores our cats. In fact the cats like him too. We have one cat that, if she sees my min pin outside exploring, will follow him around. My daughters cat plays with the dog. They take turns chasing each other around the house.
Despite the fact that the dog plays tag and the cats following him around, they do not sleep together or play rough. I think that the dog knows that the cats have claws and might use them if he got too rough. If they did start to wrestle or snuggle I would quickly grab my camera before the moment was gone. I can see it now, wrestling posters of my dog and cats with funny subtitles.