I sleep. If I go to a town/hold, it's almost certain that I'll be staying in the Inn there. In Whiterun, where I have a home, I still go to the Inn ocassionally to buy (even if I don't really need it) and listen to the bard (where I will sometimes Wait an hour or two in-game). Once I've cleared a location (dungeon, etc.), I almost always sleep there at least a few hours or until it's at least dawn. In the wilds, I always start looking for someplace to camp the night, even if it's just a rocky overhang. One caveat to this is that if I don't have a companion with me (npc or dog) -- i.e., where someone's always on watch -- then it's either find a safe bedroll or keep pushing on thru the night.

I also eat, even though it's not mandatory. Thus I have to plan my adventures somewhat and burden my carry weight limits with food. For me, doing these things make me feel more connected to the world and, thus, my character. I also don't begrudge those who think doing all of these non-action, non-mandatory simulations are silly ... to each their own.

I'll treck to the closest inn or camp to find a bed and sleep. "Rested" or "Well Rested" as often as I can.

Depends, whether I'm a werewolf or not. Sleeping doesn't benefit werewolves so I don't bother and just wait.

if it is getting dark i always try to find a bed to sleep