I would definately recommend getting them used to sleeping through noise.
Having them sleeping downstairs with you gets them used to that. Putting them in their own room gets them used to quiet.
I have a friend whose children can only sleep in total quiet- so much so that if you are at their house in the evening and go to the toilet you're not allowed to flush!!
I Hoover when W is in bed, put the ironing away in her wardrobe etc, often change her nappy while she stays asleep!
Jellytot you are lucky there as F is a light sleeper and believe me we didn't try to make him that way. The Hoover used to send him to sleep but now it would wake him, even us moving in bed wakes him.
TP everyone tells me how lucky we've been with W being such a good sleeper, I'm expecting baby #2 to be a devil child!!