I've highlighted some of the best grays here:

http://refresheddesigns.blogspot.ca/2012/05/find-it-friday-perfect-gray-paint.html.

I love a very soft misty gray for a bedroom, like Benjamin Moore "going to the chapel."

Hope this helps!
Kelly

I like it with a hint of lavender in the shade...very calming

It's hard to say without seeing the colours, but here are some general guidelines: If your abundance of windows means you get a lot of natural light in the space and you are debating a darker shade, then that would be ok. If you don't get a lot of light, stick with the lighter shades. Grey is an amazing colour choice. Remember that grey can be cool and it can be warm. Greys influenced by blue, green and purple are cool and those influenced by red, yellow and orange are warm. Depending on the vibe you want in your bedroom, choose the shade accordingly. For a warm cozy vibe, go with a warmer grey. For a calm fresher vibe, go with a cooler grey...

I would add this to HvH's excellent comments: take into consideration the quality of light you get in the room. North-facing windows will mean a cool, even light, while southern windows will mean a warmer light. Easter exposure means morning light, and - well, you get the picture. Cool light on a warm color will tend to dampen it down somewhat, while warm light will intensify the effect.
You are doing the right thing by painting samples. Just make sure they are big enough so you can block out the existing wall color with your hands as you look at them. If they are darker in shade than your present wall, they will appear much darker and more intense than they really are. I usually do a 36" square of each color under consideration, and put them on more than one wall.

Grey is a very popular color these days. You might want to search the photo section of Houzz for the shades you are considering. Some room might pop up. Revere Pewter and Northern Cliffs are two greys that you'll see rooms painted.