I've experienced sleep paralysis about 3 times in my life. I spoke to someone last week who has a brother who's bed not only shook violently, but had his sheets ripped. My bed didn't shake but I was wide awake and fully alert during my paralysis. All of my attacks happened during "The Dead Hour" (3am-4am) between 3-330am. During my last attack I was awaken out of a dream to find myself completely paralyzed for about 1minute with an extreme sense of danger and all the hairs standing on my body. I saw two shadowy figures, one which looked like a Gargoyle with tentacles around 7ft tall and felt as if my ankles were bound, my mouth was covered, and a pressing down on my chest as if 1 was sitting down on it repeatedly. (On another occasion I felt like I was being pulled down through my couch into a deep black pit while spirits were whispering in a language I couldn't understand). I remember struggling to look around the room and checking my clock afterwards to double check that I was actually awake and I was. I've also read cases by woman where instead of the pressure on the chest they felt fondled as if the spirit was trying to actually have intercourse with them. Here's how I got rid of my problem; along with my normal short bed-time prayer, I added these lines I got from Demonbuster.com as a preventative measure.
"Father, in Jesus Name, I bind all demons of the night, nightmares, bad dreams, torment, sleeplessness, & torture. I command these demons to loose me and come out of me, and I ask that you protect my mind while I sleep. I ask for giant warrior Angels to protect me and my property as I sleep, through the night and the day. I ask for a fiery wall of protection around me. In JESUS name, Amen."
I also taped a very small message over all door jams entering my house, (also my bedroom door and window of my bedroom just for overkill) facing so that it's readable from the outside looking in saying "Whoever or whatever enters this home is covered with the Blood of Jesus". I haven't had any problems sleeping through the night since. Just remember that if you're saved as a Christian the only thing demons can do is try to intimidate you and "oppress" your spirit & body & not "possess" it and take over your body. Also, they especially attack people who are either in the process of forming a close relationship to God, or have no spiritual protection or belief what-so-ever. By using Jesus' name you can "rebuke" these spirits & tell them to leave your presence immediately. Make sure you say "In Jesus name" because quite frankly your name means nothing and they'd laugh at you.
For video testimonials of others who've experienced Sleep Paralysis you can check out http://www.youtube.com/watch?v=YDpA0MJx780.