Why does my baby sleep better with me?

My son is 3 months old. For more than a month he has been sleeping for 6-8 hours at night, waking up for a feeding and then sleeping for 2-4 more hours. Once or twice a week he wakes up fussy every hour or so. He is not hungry or wet, just fussy. I rock him back too sleep and he just wakes up and fusses again. If I leave him to fuss he gets more and more upset until he is screaming. However, if I bring him to bed with me (and my husband) he sleeps great. We try not to let him sleep with us too often as neither of us sleep well when he does. Any ideas why some nights he sleeps through the night in his crib and others he will only sleep if he is with us? Can babies have nightmares?