How do I move my spawn point?

In Minecraft Beta 1.4 and later, sleeping in a bed will set your spawn point.

On older SMP servers running Minecraft Beta 1.3, spawn points can be changed using the /setspawn command, provided the server is running any of the common mods to provide this functionality. Sometimes this command is called /sethome, and sometimes the /sethome command has a different purpose.

There is no way to set the spawn point ingame on Single Player Minecraft Alpha/Beta < 1.4. Some third party tools will change it for you however.

For Minecraft Classic, pressing Enter sets the spawn point.

Simply make a bed and lay into it. If you're in multiplayer mode, you don't need to wait for all others to also get in a bed in order to sleep - laying down is enough to change your spawn point so long as your bed doesn't get destroyed.

You can't do this without cheating.

If you're okay with cheating, you can use NBTEdit using this guide.