Making Wudhuu' between 2 acts with one's wife
when a muslim man has had sexual intercourse with his wife in the legal manner and then wishes to return another time, he should first perform wudhuu', based on the statement of the prophet : "when one of you comes to his wife and then wishes to return another time, let him perform wudhuu' between the 2 times (in another version, the same wudhuu' which he performs for prayer) for verily, it will invigorate his return."[muslim, ibn abi shaibah and others].
making tayammum in a state of janaba instead of wudhuu'
it is also permissible to make tayammum sometimes instead of wudhuu' before sleeping. this is based on a hadith of 'aa'ishah in which she said: "when the prophet was in a state of janaba and wished to sleep, he used to make wudhuu' or tayammum." [al-baihaqi: hasan]
bathing before sleeping is preferable
bathing, however, is preferable to merely making wudhuu' in such situations. abu raafi' narrates: "that the prophet made the rounds of all his wives one night, bathing in the house of each one. he (i.e. the narrator) asked the prophet: "couldn't you have just bathed once (i.e. at the end)? the prophet answered : "this way is purer, cleaner and better". [aboo daawood, an-nasaa'ee: hasan in "al-'ishrah", and others].