My wife and I have been doing bdsm play for years.
The quickest and easiest is an under-the-bed system. I made one, but the kit also looks good. Rope can be a lot of elegant fun--but be sure to get soft rope, like this: link
Handcuffs are intense and fun, but they leave marks on your wrists for an hour or more. We prefer padded wrist cuffs most of the time.
It might be more fun to be tied/cuffed/etc but NOT attached to the bed. That makes it A LOT easier to change positions. If you really want to be attached to the bed, either on your back or on your stomach can be fun. Pillows are good for getting just the right 'pose'.
Whatever you do, practice it before you play. Agree on a 'safe word' (something you can say to stop the proceedings if things start to get out of hand). I hope it goes without saying to only do stuff like this with someone you trust!
And of course--have fun!