Had a couple. The problem comes when you go on a night out and you expect to spend the night with them because that's what you've been doing, then either it doesn't happen, or you spend the night waiting for them, or you see them getting off with someone else. They think that because you're not in a relationship they can do that, but I think it's a bit rude.
I don't think these situations are ever "established". You spend time with a friend, you end up sleeping with them, then you have to make it clear what the situation is otherwise any imbalances in emotions can be painful.
Happily in a relationship now for six years with someone who has had to put up with hearing about my dating disasters before we finally got together! What a saint.