I think a lot of it depends on the personality of your cats. We have two cats, and I was very nervous at first, too. They sleep with us every night. The night we brought DS home, he was in a bassinnet next to the bed. We lined it with tin foil. Buddy tried to jump in once when he saw the bassinnet move. I freaked out, we kicked the cats out of the room, and that was the beginning of the worse night of my life. We shut the door, and all night long, the two cats were crying to come back in. The crib tent wouldn't fit over the bassinnet, so the next night, we put laundry baskets over DS!!! After about a week of this, I realized that the cats didn't want much to do with him. When he cries, they leave the room. After time, Pumpkin does approach him and sniff him (if I'm around to protect her), but Buddy is too skittish.
They have since never tried to get in the crib, changing table, stroller, swing, or anything else. Now that DS is crawling and getting into their food bowls we have other things to deal with. The cats have been great though; they even let DS share their toys.
In sum, do what you think you have to do. But we've done pretty much nothing. Our cats are not declawed, and my mom thinks I'm nuts, but we're all doing just fine. :)