Right, I personally find it harder, as confusion risks the opponent harming themselves, and also it goes when the pokemon runs away. Yes, you can be asleep and confused at the same time.
There are 2 types of status problems.
Type 1s you can only have 1 at a time (burn, Frozen, Sleep, paralyzed, Poisoned)
Type 2's, you can have as many as you want, they all go when you switch out, or wait a while (When a pokemon is in love due to Attract, Confused, There are more, I forgot what though...)